+1,030.9%
BAC vs IT
+6,105.9%
-5,074.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +1.2% |
| 7D | +1.1% | -6.0% | +7.1% | +2.7% |
| 30D | -0.4% | 0.0% | -0.4% | -0.7% |
| 3M | +16.9% | +13.1% | +3.8% | +10.7% |
| 6M | +26.6% | +11.7% | +14.9% | +19.1% |
| YTD | +15.8% | -26.1% | +41.9% | +20.6% |
| 1Y | +27.2% | -21.3% | +48.4% | +29.1% |
| 3Y | +132.4% | -46.7% | +179.2% | +157.4% |
| 5Y | +72.6% | -40.5% | +113.1% | +82.4% |
| 10Y | +389.7% | +103.9% | +285.8% | +263.4% |
| All | +1,030.9% | +6,105.9% | -5,074.9% | +364.7% |
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 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