+222.8%
BAC vs IR
+282.2%
-59.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.3% |
| 7D | +1.2% | +0.6% | +0.5% | +0.8% |
| 30D | -0.7% | -13.6% | +12.9% | +6.6% |
| 3M | +16.9% | +3.7% | +13.2% | +13.8% |
| 6M | +29.6% | -13.1% | +42.6% | +36.9% |
| YTD | +15.3% | -5.1% | +20.4% | +15.7% |
| 1Y | +28.8% | -6.5% | +35.3% | +29.7% |
| 3Y | +136.4% | +8.5% | +127.9% | +113.0% |
| 5Y | +72.9% | +43.3% | +29.6% | +31.4% |
| All | +222.8% | +282.2% | -59.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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