+1,376.8%
BAC vs IP
+364.8%
+1,012.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.7% |
| 7D | +0.6% | -5.3% | +5.8% | +3.4% |
| 30D | -0.9% | -10.9% | +10.0% | +5.0% |
| 3M | +16.3% | +11.2% | +5.1% | +7.8% |
| 6M | +26.0% | -10.2% | +36.2% | +28.7% |
| YTD | +15.2% | -2.0% | +17.2% | +11.0% |
| 1Y | +26.5% | -19.1% | +45.6% | +33.4% |
| 3Y | +132.4% | +20.9% | +111.6% | +85.0% |
| 5Y | +72.6% | -17.8% | +90.4% | +67.2% |
| 10Y | +389.7% | +23.5% | +366.2% | +266.3% |
| All | +1,376.8% | +364.8% | +1,012.0% | +354.5% |
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