-1.4%
BAC vs IWD
+28.9%
-30.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +3.2% | +2.3% | +1.0% | +0.7% |
| 30D | -0.7% | +3.6% | -4.3% | -4.3% |
| 3M | -20.0% | +2.2% | -22.1% | -21.8% |
| 6M | +3.4% | +13.0% | -9.5% | -8.8% |
| YTD | -5.7% | +26.5% | -32.3% | -27.2% |
| 1Y | -1.4% | +30.1% | -31.6% | -26.1% |
| All | -1.4% | +28.9% | -30.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling