+0.5%
BAC vs IRE
-97.7%
+98.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.8% | +16.1% | +0.4% |
| 7D | +2.1% | -41.9% | +44.0% | +2.4% |
| 30D | -6.7% | -75.1% | +68.4% | -5.8% |
| 3M | -20.2% | -82.4% | +62.2% | -19.4% |
| 6M | -0.2% | -95.5% | +95.3% | +1.5% |
| YTD | -6.4% | -93.1% | +86.7% | -7.2% |
| 1Y | -3.1% | -97.8% | +94.7% | -3.4% |
| All | +0.5% | -97.7% | +98.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling