+21.3%
BAC vs IVV
+72.8%
-51.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +2.1% | -0.6% | +2.6% | +2.6% |
| 30D | -6.7% | -3.7% | -3.0% | -3.3% |
| 3M | -20.2% | -2.7% | -17.5% | -18.1% |
| 6M | -0.2% | +2.2% | -2.4% | -2.7% |
| YTD | -6.4% | +10.9% | -17.3% | -15.7% |
| 1Y | -3.1% | +11.3% | -14.4% | -13.1% |
| 3Y | +96.7% | +76.9% | +19.9% | +11.8% |
| 5Y | +21.3% | +73.5% | -52.2% | -30.8% |
| All | +21.3% | +72.8% | -51.5% | -30.8% |
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