+214.5%
BAC vs IVZ
+40.3%
+174.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | +1.5% | +5.1% | -3.6% | -1.2% |
| 30D | -6.4% | -1.6% | -4.8% | -5.9% |
| 3M | -21.7% | -9.1% | -12.5% | -18.0% |
| 6M | +0.5% | +1.8% | -1.3% | -1.8% |
| YTD | -6.7% | +10.8% | -17.5% | -14.0% |
| 1Y | -4.7% | +19.1% | -23.8% | -15.7% |
| 3Y | +96.1% | +144.4% | -48.3% | +11.3% |
| 5Y | +21.7% | +33.6% | -11.9% | -6.7% |
| All | +214.5% | +40.3% | +174.1% | +108.1% |
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