+1,376.6%
BAC vs IFF
+833.5%
+543.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.3% |
| 7D | +0.6% | -3.0% | +3.6% | +2.3% |
| 30D | -1.4% | -0.9% | -0.4% | -1.0% |
| 3M | +15.7% | +11.8% | +3.9% | +7.9% |
| 6M | +32.2% | +16.5% | +15.7% | +17.9% |
| YTD | +15.8% | +26.5% | -10.7% | -2.1% |
| 1Y | +27.3% | +32.7% | -5.4% | +4.0% |
| 3Y | +137.5% | +32.0% | +105.4% | +85.7% |
| 5Y | +73.1% | -36.1% | +109.1% | +93.4% |
| 10Y | +397.7% | -20.1% | +417.8% | +353.4% |
| All | +1,376.6% | +833.5% | +543.1% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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