-5.3%
BAC vs IR
+5.9%
-11.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -1.2% | +3.7% | -4.9% | -2.1% |
| 30D | -7.7% | +7.4% | -15.1% | -9.5% |
| 3M | -21.2% | -5.9% | -15.2% | -19.8% |
| 6M | -6.8% | +5.6% | -12.4% | -8.8% |
| YTD | -8.7% | +4.8% | -13.5% | -11.4% |
| 1Y | -5.3% | +6.9% | -12.2% | -9.1% |
| All | -5.3% | +5.9% | -11.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling