+18.0%
BAC vs IVZ
+27.3%
-9.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -2.4% | +1.3% | -0.1% |
| 30D | -7.7% | -11.2% | +3.6% | -2.7% |
| 3M | -21.2% | -14.0% | -7.2% | -15.8% |
| 6M | -6.8% | +0.5% | -7.3% | -8.1% |
| YTD | -8.7% | +5.4% | -14.1% | -12.8% |
| 1Y | -5.3% | +19.5% | -24.7% | -15.1% |
| 3Y | +87.4% | +128.7% | -41.3% | +16.1% |
| All | +18.0% | +27.3% | -9.3% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling