+269.7%
BAC vs IBN
+1,756.6%
-1,486.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +2.0% | +14.6% | -12.6% | -3.1% |
| 30D | -6.9% | +23.5% | -30.5% | -14.0% |
| 3M | -19.6% | +14.0% | -33.6% | -23.5% |
| 6M | -0.5% | +31.1% | -31.6% | -10.1% |
| YTD | -6.6% | +16.6% | -23.2% | -12.2% |
| 1Y | -3.0% | +14.9% | -17.9% | -8.3% |
| 3Y | +97.3% | +56.9% | +40.4% | +64.1% |
| 5Y | +21.9% | +69.7% | -47.8% | -1.8% |
| 10Y | +251.7% | +365.4% | -113.7% | +84.3% |
| All | +269.7% | +1,756.6% | -1,486.8% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling