+22.6%
BAC vs IVV
+72.6%
-50.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +3.2% | +2.6% | +0.7% | +0.7% |
| 30D | -0.7% | -2.0% | +1.3% | +1.2% |
| 3M | -20.0% | -2.8% | -17.2% | -17.8% |
| 6M | +3.4% | +2.2% | +1.3% | +1.0% |
| YTD | -5.7% | +11.5% | -17.3% | -15.7% |
| 1Y | -1.4% | +13.5% | -14.9% | -13.3% |
| 3Y | +97.9% | +78.1% | +19.8% | +11.6% |
| All | +22.6% | +72.6% | -50.0% | -29.8% |
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