+265.7%
BAC vs IP
+25.2%
+240.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.3% | -1.7% |
| 7D | -2.7% | -5.0% | +2.3% | -0.3% |
| 30D | -8.0% | +6.5% | -14.5% | -11.1% |
| 3M | -20.9% | -18.0% | -2.9% | -13.4% |
| 6M | -5.4% | +10.3% | -15.7% | -12.6% |
| YTD | -8.1% | -9.9% | +1.8% | -7.9% |
| 1Y | -3.1% | -1.1% | -2.0% | -8.2% |
| 3Y | +88.1% | +13.0% | +75.1% | +49.0% |
| 5Y | +19.7% | -12.3% | +32.0% | +9.6% |
| All | +265.7% | +25.2% | +240.5% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling