+162.2%
BAC vs IR
+332.9%
-170.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -1.9% | +1.1% | -2.9% | -2.4% |
| 30D | -7.2% | +7.6% | -14.7% | -10.7% |
| 3M | -20.4% | +0.1% | -20.5% | -20.9% |
| 6M | +1.3% | +14.0% | -12.7% | -6.4% |
| YTD | -6.4% | +7.5% | -13.9% | -12.0% |
| 1Y | -3.5% | +10.1% | -13.6% | -10.6% |
| 3Y | +96.7% | +24.9% | +71.8% | +64.8% |
| 5Y | +20.6% | +46.9% | -26.3% | -9.4% |
| All | +162.2% | +332.9% | -170.7% | +19.0% |
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