+136.4%
BAC vs IVZ
+140.4%
-4.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | -0.7% | +3.1% | -3.8% | -2.1% |
| 3M | +16.9% | +18.2% | -1.2% | +8.4% |
| 6M | +29.6% | +38.6% | -9.0% | +11.5% |
| YTD | +15.3% | +25.9% | -10.7% | +2.9% |
| 1Y | +28.8% | +51.7% | -22.8% | +5.2% |
| 3Y | +136.4% | +138.7% | -2.3% | +47.0% |
| All | +136.4% | +140.4% | -4.0% | +47.0% |
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