+195.5%
BAC vs IGV
+927.4%
-731.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.1% |
| 7D | +2.1% | -2.3% | +4.3% | +3.8% |
| 30D | -6.7% | -11.0% | +4.3% | +1.1% |
| 3M | -20.2% | -4.5% | -15.8% | -19.0% |
| 6M | -0.2% | +10.1% | -10.3% | -10.2% |
| YTD | -6.4% | -5.1% | -1.3% | -8.0% |
| 1Y | -3.1% | -10.2% | +7.1% | -0.8% |
| 3Y | +96.7% | +37.7% | +59.0% | +40.2% |
| 5Y | +21.3% | +15.7% | +5.6% | -6.6% |
| 10Y | +237.7% | +357.1% | -119.4% | -27.5% |
| All | +195.5% | +927.4% | -731.9% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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