+71.4%
BAC vs IVV
+82.6%
-11.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +16.9% | +2.0% | +14.9% | +14.4% |
| 6M | +26.6% | +13.0% | +13.6% | +11.8% |
| YTD | +15.8% | +13.6% | +2.2% | +1.8% |
| 1Y | +27.2% | +20.1% | +7.1% | +5.7% |
| 3Y | +132.4% | +77.6% | +54.8% | +31.1% |
| All | +71.4% | +82.6% | -11.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling