+237.7%
BAC vs IVZ
+48.7%
+189.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.1% | +2.2% | -0.1% | +0.7% |
| 30D | -6.7% | -2.2% | -4.5% | -5.9% |
| 3M | -20.2% | -8.4% | -11.8% | -16.9% |
| 6M | -0.2% | +6.2% | -6.4% | -4.7% |
| YTD | -6.4% | +12.4% | -18.8% | -14.3% |
| 1Y | -3.1% | +26.0% | -29.1% | -16.9% |
| 3Y | +96.7% | +147.9% | -51.1% | +10.7% |
| 5Y | +21.3% | +38.8% | -17.5% | -9.0% |
| 10Y | +237.7% | +44.6% | +193.1% | +113.5% |
| All | +237.7% | +48.7% | +189.0% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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