+87.4%
BAC vs IVZ
+122.1%
-34.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -2.4% | +1.3% | -0.2% |
| 30D | -7.7% | -11.2% | +3.6% | -3.2% |
| 3M | -21.2% | -14.0% | -7.2% | -16.4% |
| 6M | -6.8% | +0.5% | -7.3% | -7.9% |
| YTD | -8.7% | +5.4% | -14.1% | -12.3% |
| 1Y | -5.3% | +19.5% | -24.7% | -14.2% |
| 3Y | +87.4% | +128.7% | -41.3% | +14.7% |
| All | +87.4% | +122.1% | -34.7% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling