+71.4%
BAC vs IR
+45.6%
+25.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.6% |
| 7D | +1.1% | -2.8% | +3.9% | +2.4% |
| 30D | -0.4% | -15.1% | +14.7% | +7.2% |
| 3M | +16.9% | +6.1% | +10.8% | +12.8% |
| 6M | +26.6% | -16.8% | +43.4% | +36.2% |
| YTD | +15.8% | -3.5% | +19.3% | +15.3% |
| 1Y | +27.2% | -3.5% | +30.7% | +25.9% |
| 3Y | +132.4% | +9.5% | +122.9% | +105.6% |
| All | +71.4% | +45.6% | +25.8% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling