+1,376.8%
BAC vs ITW
+9,591.0%
-8,214.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +1.1% | -3.6% | +4.7% | +3.6% |
| 30D | -0.4% | -9.1% | +8.8% | +6.3% |
| 3M | +16.9% | +8.2% | +8.7% | +10.1% |
| 6M | +26.6% | -4.8% | +31.4% | +29.8% |
| YTD | +15.8% | +11.0% | +4.8% | +6.4% |
| 1Y | +27.2% | +4.2% | +22.9% | +21.5% |
| 3Y | +132.4% | +17.3% | +115.1% | +103.8% |
| 5Y | +72.6% | +33.0% | +39.6% | +37.0% |
| 10Y | +389.7% | +182.3% | +207.4% | +135.0% |
| All | +1,376.8% | +9,591.0% | -8,214.2% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling