+161.6%
IWM vs BAC
+266.4%
-104.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.4% |
| 30D | -1.5% | -7.7% | +6.2% | +2.8% |
| 3M | -8.0% | -21.2% | +13.2% | +4.1% |
| 6M | -4.1% | -6.8% | +2.7% | -1.1% |
| YTD | +11.9% | -8.7% | +20.6% | +16.3% |
| 1Y | +15.0% | -5.3% | +20.3% | +17.2% |
| 3Y | +64.2% | +87.4% | -23.2% | +14.0% |
| 5Y | +20.4% | +18.9% | +1.5% | +4.5% |
| All | +161.6% | +266.4% | -104.9% | +32.2% |
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