+72.9%
BAC vs IT
-44.6%
+117.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +0.9% |
| 7D | +1.2% | -9.1% | +10.3% | +2.8% |
| 30D | -0.7% | -7.0% | +6.3% | +0.3% |
| 3M | +16.9% | +7.6% | +9.3% | +13.9% |
| 6M | +29.6% | +2.1% | +27.5% | +26.8% |
| YTD | +15.3% | -31.6% | +46.8% | +23.7% |
| 1Y | +28.8% | -29.9% | +58.7% | +36.3% |
| 3Y | +136.4% | -51.3% | +187.7% | +174.5% |
| 5Y | +72.9% | -44.8% | +117.7% | +82.7% |
| All | +72.9% | -44.6% | +117.5% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling