+263.4%
BAC vs IWD
+749.4%
-486.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.0% |
| 30D | -7.2% | +3.6% | -10.8% | -12.4% |
| 3M | -20.4% | +2.7% | -23.1% | -23.8% |
| 6M | +1.3% | +13.2% | -11.9% | -17.6% |
| YTD | -6.4% | +26.8% | -33.2% | -36.9% |
| 1Y | -3.5% | +29.3% | -32.8% | -37.0% |
| 3Y | +96.7% | +85.1% | +11.6% | -28.8% |
| 5Y | +20.6% | +74.2% | -53.6% | -51.8% |
| 10Y | +233.0% | +204.6% | +28.4% | -46.4% |
| All | +263.4% | +749.4% | -486.0% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling