+18.0%
BAC vs IWD
+68.9%
-50.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -0.5% |
| 30D | -7.7% | +2.7% | -10.3% | -10.7% |
| 3M | -21.2% | +0.9% | -22.0% | -22.0% |
| 6M | -6.8% | +10.5% | -17.4% | -18.4% |
| YTD | -8.7% | +23.7% | -32.4% | -31.2% |
| 1Y | -5.3% | +28.7% | -34.0% | -32.3% |
| 3Y | +87.4% | +79.7% | +7.7% | -12.9% |
| All | +18.0% | +68.9% | -50.9% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling