+37.5%
IWM vs BITO
-6.8%
+44.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -2.3% | +20.0% | -22.3% | -5.7% |
| 3M | +4.0% | +22.8% | -18.8% | -0.2% |
| 6M | +17.9% | +13.1% | +4.8% | +14.7% |
| YTD | +20.2% | -12.5% | +32.7% | +21.8% |
| 1Y | +25.0% | -32.6% | +57.5% | +32.3% |
| 3Y | +66.0% | +151.0% | -85.1% | +33.8% |
| All | +37.5% | -6.8% | +44.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BITO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling