+251.7%
BAC vs IWD
+212.1%
+39.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | -0.5% |
| 7D | +2.0% | +1.3% | +0.7% | +0.2% |
| 30D | -6.9% | +3.6% | -10.5% | -11.4% |
| 3M | -19.6% | +2.3% | -21.9% | -22.1% |
| 6M | -0.5% | +13.0% | -13.5% | -16.4% |
| YTD | -6.6% | +26.2% | -32.8% | -33.0% |
| 1Y | -3.0% | +30.5% | -33.4% | -33.6% |
| 3Y | +97.3% | +86.2% | +11.1% | -18.1% |
| 5Y | +21.9% | +72.9% | -51.0% | -43.1% |
| 10Y | +251.7% | +205.0% | +46.6% | -38.9% |
| All | +251.7% | +212.1% | +39.6% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling