+20.6%
BAC vs IWD
+74.1%
-53.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.1% |
| 30D | -7.2% | +3.6% | -10.8% | -11.3% |
| 3M | -20.4% | +2.7% | -23.1% | -23.1% |
| 6M | +1.3% | +13.2% | -11.9% | -14.0% |
| YTD | -6.4% | +26.8% | -33.2% | -31.6% |
| 1Y | -3.5% | +29.3% | -32.8% | -31.3% |
| 3Y | +96.7% | +85.1% | +11.6% | -12.1% |
| 5Y | +20.6% | +74.2% | -53.6% | -40.6% |
| All | +20.6% | +74.1% | -53.5% | -40.6% |
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