+791.7%
BAC vs IT
+6,228.4%
-5,436.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.4% |
| 7D | -1.2% | -16.9% | +15.7% | +3.5% |
| 30D | -7.7% | +2.3% | -10.0% | -8.8% |
| 3M | -21.2% | +2.9% | -24.0% | -22.9% |
| 6M | -6.8% | +25.9% | -32.7% | -15.7% |
| YTD | -8.7% | -24.6% | +15.9% | -6.5% |
| 1Y | -5.3% | -16.0% | +10.8% | -6.0% |
| 3Y | +87.4% | -51.6% | +139.0% | +111.5% |
| 5Y | +18.9% | -42.6% | +61.6% | +25.8% |
| 10Y | +273.3% | +103.6% | +169.7% | +174.2% |
| All | +791.7% | +6,228.4% | -5,436.7% | +260.2% |
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