+18.9%
IWM vs BAC
-0.5%
+19.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | 0.0% |
| 7D | +1.0% | +1.5% | -0.6% | +0.4% |
| 30D | +0.2% | -4.4% | +4.6% | +1.9% |
| 3M | -5.6% | -17.5% | +11.9% | +1.2% |
| 6M | +2.7% | -0.1% | +2.8% | +1.1% |
| YTD | +16.2% | -4.6% | +20.8% | +15.5% |
| 1Y | +18.9% | -1.5% | +20.5% | +15.8% |
| All | +18.9% | -0.5% | +19.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling