+135.1%
BAC vs IP
+21.5%
+113.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | +0.6% | -5.3% | +5.8% | +1.9% |
| 30D | -0.9% | -10.9% | +10.0% | +1.8% |
| 3M | +16.3% | +11.2% | +5.1% | +12.4% |
| 6M | +26.0% | -10.2% | +36.2% | +28.4% |
| YTD | +15.2% | -2.0% | +17.2% | +14.0% |
| 1Y | +26.5% | -19.1% | +45.6% | +31.9% |
| All | +135.1% | +21.5% | +113.6% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling