Ito's formula for square of a norm

Question

Consider the stochastic process $X_t=\int_{0}^{t}b_sds+\int_{0}^{t}\phi_sdW_s $, where $W_t$ is the standard weiner process and all the preconditions are satisifed by $b_t$ and $\phi_t$ so that $X_t$ is continuous semimartingale. $X:\Omega \times[0,t]\to K$, $K$ is Hilbert space. What will be the resulting process $||X_t||_{L^2}^2$ if we apply Ito formula for $F(x)=||x||_{L^2}^2$?