-7.4%
BAC vs INIO
-58.1%
+50.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.8% |
| 7D | -1.2% | -15.5% | +14.3% | -1.0% |
| 30D | -7.7% | -32.3% | +24.6% | -6.2% |
| 3M | -21.2% | -47.0% | +25.8% | -19.0% |
| All | -7.4% | -58.1% | +50.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 6mo: compounded portfolio wealth divided by compounded INIO 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…
6mo analysis · Full analysis span regression · Available span rolling