+96.7%
BAC vs IWD
+85.4%
+11.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | +1.6% | +0.5% | +0.1% |
| 30D | -6.7% | +3.6% | -10.3% | -10.8% |
| 3M | -20.2% | +2.0% | -22.3% | -22.2% |
| 6M | -0.2% | +13.1% | -13.3% | -15.0% |
| YTD | -6.4% | +26.2% | -32.6% | -31.3% |
| 1Y | -3.1% | +29.6% | -32.7% | -31.4% |
| 3Y | +96.7% | +84.3% | +12.4% | -20.4% |
| All | +96.7% | +85.4% | +11.3% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling