+811.3%
BAC vs IVZ
+1,117.8%
-306.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -0.4% | +4.0% | -4.4% | -2.6% |
| 3M | +16.9% | +18.2% | -1.3% | +6.2% |
| 6M | +26.6% | +32.8% | -6.2% | +7.3% |
| YTD | +15.8% | +28.7% | -13.0% | -0.8% |
| 1Y | +27.2% | +55.4% | -28.2% | -1.9% |
| 3Y | +132.4% | +135.2% | -2.8% | +38.1% |
| 5Y | +72.6% | +64.2% | +8.4% | +19.2% |
| 10Y | +389.7% | +64.6% | +325.1% | +207.1% |
| All | +811.3% | +1,117.8% | -306.5% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling