+151.9%
IWM vs BAC
+239.8%
-87.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -1.9% | +1.5% | +0.7% |
| 30D | +1.9% | -7.2% | +9.0% | +6.0% |
| 3M | -5.7% | -20.4% | +14.7% | +6.3% |
| 6M | -0.3% | +1.3% | -1.6% | -1.6% |
| YTD | +15.8% | -6.4% | +22.2% | +18.8% |
| 1Y | +17.1% | -3.5% | +20.6% | +18.1% |
| 3Y | +73.1% | +96.7% | -23.6% | +17.1% |
| 5Y | +25.9% | +20.6% | +5.3% | +8.4% |
| 10Y | +151.9% | +233.0% | -81.1% | +31.4% |
| All | +151.9% | +239.8% | -87.9% | +31.4% |
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