+237.7%
BAC vs IT
+88.3%
+149.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.1% | -7.5% | +9.5% | +4.6% |
| 30D | -6.7% | -1.2% | -5.5% | -7.1% |
| 3M | -20.2% | -2.2% | -18.0% | -21.2% |
| 6M | -0.2% | +19.1% | -19.3% | -10.4% |
| YTD | -6.4% | -25.1% | +18.7% | -1.5% |
| 1Y | -3.1% | -17.4% | +14.3% | -2.5% |
| 3Y | +96.7% | -54.1% | +150.8% | +145.9% |
| 5Y | +21.3% | -42.7% | +63.9% | +30.6% |
| 10Y | +237.7% | +88.1% | +149.6% | +76.8% |
| All | +237.7% | +88.3% | +149.5% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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