-1.5%
BAC vs ITW
+24.0%
-25.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | +1.5% | +6.3% | -4.8% | -0.3% |
| 30D | -4.4% | +11.1% | -15.5% | -7.3% |
| 3M | -17.5% | +0.1% | -17.6% | -17.3% |
| 6M | -0.1% | +18.1% | -18.1% | -5.7% |
| YTD | -4.6% | +21.4% | -26.0% | -12.0% |
| 1Y | -1.5% | +22.9% | -24.4% | -9.6% |
| All | -1.5% | +24.0% | -25.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling