+251.7%
BAC vs IVV
+317.7%
-66.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.4% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | -6.9% | -3.3% | -3.6% | -3.3% |
| 3M | -19.6% | -2.4% | -17.2% | -17.4% |
| 6M | -0.5% | +2.6% | -3.1% | -3.9% |
| YTD | -6.6% | +11.3% | -17.9% | -18.1% |
| 1Y | -3.0% | +13.4% | -16.4% | -16.8% |
| 3Y | +97.3% | +80.3% | +17.0% | -3.7% |
| 5Y | +21.9% | +72.7% | -50.8% | -37.5% |
| 10Y | +251.7% | +309.6% | -58.0% | -48.0% |
| All | +251.7% | +317.7% | -66.0% | -48.0% |
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