+71.4%
BAC vs IP
-17.2%
+88.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | +1.1% | -5.3% | +6.4% | +2.8% |
| 30D | -0.4% | -10.9% | +10.5% | +3.2% |
| 3M | +16.9% | +11.2% | +5.7% | +11.6% |
| 6M | +26.6% | -10.2% | +36.8% | +29.5% |
| YTD | +15.8% | -2.0% | +17.8% | +13.8% |
| 1Y | +27.2% | -19.1% | +46.3% | +33.7% |
| 3Y | +132.4% | +20.9% | +111.6% | +95.2% |
| All | +71.4% | -17.2% | +88.6% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling