+263.2%
BAC vs IP
+26.3%
+236.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -1.2% | -5.1% | +3.9% | +1.4% |
| 30D | -7.7% | +8.5% | -16.2% | -11.6% |
| 3M | -21.2% | -13.8% | -7.3% | -15.8% |
| 6M | -6.8% | +5.7% | -12.6% | -12.0% |
| YTD | -8.7% | -9.1% | +0.4% | -8.9% |
| 1Y | -5.3% | -0.8% | -4.5% | -10.4% |
| 3Y | +87.4% | +14.8% | +72.6% | +47.1% |
| 5Y | +18.9% | -11.5% | +30.4% | +8.4% |
| All | +263.2% | +26.3% | +236.9% | +98.9% |
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