+1,072.4%
BAC vs IP
+327.4%
+745.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.3% | -1.5% |
| 7D | -2.7% | -5.0% | +2.3% | -0.1% |
| 30D | -8.0% | +6.5% | -14.5% | -11.4% |
| 3M | -20.9% | -18.0% | -2.9% | -13.0% |
| 6M | -5.4% | +10.3% | -15.7% | -12.8% |
| 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% | +54.3% |
| 5Y | +19.7% | -12.3% | +32.0% | +11.1% |
| 10Y | +275.9% | +26.8% | +249.0% | +175.7% |
| All | +1,072.4% | +327.4% | +745.0% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling