+233.0%
BAC vs IVV
+314.2%
-81.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | -1.9% | -0.9% | -0.9% | -0.9% |
| 30D | -7.2% | -2.3% | -4.8% | -4.6% |
| 3M | -20.4% | -1.2% | -19.3% | -19.4% |
| 6M | +1.3% | +3.3% | -2.0% | -3.0% |
| YTD | -6.4% | +12.3% | -18.7% | -18.8% |
| 1Y | -3.5% | +12.5% | -16.0% | -16.5% |
| 3Y | +96.7% | +79.2% | +17.5% | -3.2% |
| 5Y | +20.6% | +75.6% | -55.0% | -39.4% |
| 10Y | +233.0% | +313.4% | -80.3% | -52.0% |
| All | +233.0% | +314.2% | -81.1% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling