+256.9%
BAC vs IWD
+731.9%
-475.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | +0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -1.2% |
| 30D | -8.0% | +2.6% | -10.6% | -11.8% |
| 3M | -20.9% | +1.2% | -22.2% | -22.5% |
| 6M | -5.4% | +12.1% | -17.5% | -21.8% |
| YTD | -8.1% | +24.1% | -32.2% | -35.9% |
| 1Y | -3.1% | +28.5% | -31.6% | -36.2% |
| 3Y | +88.1% | +79.5% | +8.6% | -28.4% |
| 5Y | +19.7% | +70.3% | -50.6% | -50.3% |
| 10Y | +275.9% | +212.5% | +63.3% | -42.2% |
| All | +256.9% | +731.9% | -475.1% | -82.3% |
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