+217.6%
BAC vs IWD
+203.0%
+14.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | +3.2% | +2.3% | +1.0% | 0.0% |
| 30D | -0.7% | +3.6% | -4.3% | -5.5% |
| 3M | -20.0% | +2.2% | -22.1% | -22.3% |
| 6M | +3.4% | +13.0% | -9.5% | -13.0% |
| YTD | -5.7% | +26.5% | -32.3% | -32.6% |
| 1Y | -1.4% | +30.1% | -31.6% | -32.3% |
| 3Y | +97.9% | +84.9% | +13.1% | -16.9% |
| 5Y | +22.9% | +73.4% | -50.4% | -42.8% |
| All | +217.6% | +203.0% | +14.6% | -41.2% |
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