+349.5%
BAC vs IWD
+726.5%
-377.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +1.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.5% |
| 30D | -0.4% | +0.6% | -1.0% | -1.4% |
| 3M | +16.9% | +7.2% | +9.7% | +3.9% |
| 6M | +26.6% | +16.2% | +10.4% | -1.5% |
| YTD | +15.8% | +23.3% | -7.5% | -18.4% |
| 1Y | +27.2% | +29.6% | -2.4% | -17.4% |
| 3Y | +132.4% | +70.5% | +61.9% | -3.5% |
| 5Y | +72.6% | +73.5% | -0.9% | -30.5% |
| 10Y | +389.7% | +198.3% | +191.4% | -18.6% |
| All | +349.5% | +726.5% | -377.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded IWD 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling