+261.4%
BAC vs IBN
+1,726.4%
-1,464.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -2.2% |
| 7D | -1.2% | +15.1% | -16.3% | -6.2% |
| 30D | -7.7% | +21.6% | -29.3% | -14.2% |
| 3M | -21.2% | +11.2% | -32.3% | -24.3% |
| 6M | -6.8% | +27.8% | -34.6% | -15.1% |
| YTD | -8.7% | +14.7% | -23.4% | -13.7% |
| 1Y | -5.3% | +14.4% | -19.7% | -10.4% |
| 3Y | +87.4% | +52.1% | +35.3% | +57.7% |
| 5Y | +18.9% | +70.7% | -51.8% | -4.4% |
| 10Y | +273.3% | +385.5% | -112.2% | +92.7% |
| All | +261.4% | +1,726.4% | -1,464.9% | +29.6% |
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