+291.8%
BAC vs IVV
+724.3%
-432.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | +2.9% |
| 7D | -2.7% | -4.8% | +2.1% | +4.5% |
| 30D | -8.0% | -5.9% | -2.1% | +0.6% |
| 3M | -20.9% | -4.5% | -16.4% | -15.5% |
| 6M | -5.4% | +1.8% | -7.2% | -8.7% |
| YTD | -8.1% | +8.4% | -16.4% | -19.3% |
| 1Y | -3.1% | +9.4% | -12.5% | -16.3% |
| 3Y | +88.1% | +75.3% | +12.9% | -21.6% |
| 5Y | +19.7% | +67.8% | -48.0% | -48.1% |
| 10Y | +275.9% | +314.2% | -38.3% | -61.6% |
| All | +291.8% | +724.3% | -432.5% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling