+0.2%
BAC vs IRE
-97.3%
+97.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.3% |
| 7D | +2.0% | -15.5% | +17.5% | +1.9% |
| 30D | -6.9% | -70.4% | +63.5% | -6.1% |
| 3M | -19.6% | -81.6% | +62.0% | -18.7% |
| 6M | -0.5% | -94.7% | +94.2% | +1.1% |
| YTD | -6.6% | -91.8% | +85.1% | -7.6% |
| 1Y | -3.0% | -97.6% | +94.6% | -3.3% |
| All | +0.2% | -97.3% | +97.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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