+812.1%
BAC vs IT
+6,259.0%
-5,446.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.0% | -18.8% | +20.8% | +7.5% |
| 30D | -6.9% | -0.1% | -6.9% | -7.5% |
| 3M | -19.6% | +2.9% | -22.5% | -21.4% |
| 6M | -0.5% | +20.4% | -20.9% | -8.8% |
| YTD | -6.6% | -24.3% | +17.7% | -4.5% |
| 1Y | -3.0% | -17.2% | +14.2% | -3.3% |
| 3Y | +97.3% | -52.4% | +149.7% | +123.8% |
| 5Y | +21.9% | -43.7% | +65.6% | +29.6% |
| 10Y | +251.7% | +90.3% | +161.4% | +162.7% |
| All | +812.1% | +6,259.0% | -5,446.9% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling