+161.3%
IWM vs BAC
+257.8%
-96.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.0% |
| 7D | +1.2% | +2.0% | -0.8% | +0.2% |
| 30D | +1.3% | -6.9% | +8.2% | +5.2% |
| 3M | -6.1% | -19.6% | +13.5% | +5.2% |
| 6M | -0.1% | -0.5% | +0.4% | -0.5% |
| YTD | +15.5% | -6.6% | +22.2% | +18.7% |
| 1Y | +18.1% | -3.0% | +21.1% | +18.8% |
| 3Y | +74.6% | +97.3% | -22.7% | +18.0% |
| 5Y | +24.6% | +21.9% | +2.8% | +6.7% |
| 10Y | +161.3% | +251.7% | -90.4% | +35.1% |
| All | +161.3% | +257.8% | -96.6% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling