+87.4%
BAC vs IBN
+51.2%
+36.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.9% |
| 7D | -1.2% | +15.1% | -16.3% | -5.2% |
| 30D | -7.7% | +21.6% | -29.3% | -12.9% |
| 3M | -21.2% | +11.2% | -32.3% | -23.7% |
| 6M | -6.8% | +27.8% | -34.6% | -13.5% |
| YTD | -8.7% | +14.7% | -23.4% | -12.9% |
| 1Y | -5.3% | +14.4% | -19.7% | -9.6% |
| 3Y | +87.4% | +52.1% | +35.3% | +69.1% |
| All | +87.4% | +51.2% | +36.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling