+39.1%
IWM vs BAC
+71.7%
-32.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | -1.3% | -0.4% | -0.9% | -1.1% |
| 3M | +1.6% | +16.9% | -15.3% | -7.0% |
| 6M | +13.6% | +26.6% | -13.1% | -0.8% |
| YTD | +20.8% | +15.8% | +5.0% | +10.5% |
| 1Y | +26.4% | +27.2% | -0.8% | +9.5% |
| 3Y | +60.7% | +132.4% | -71.7% | -2.1% |
| All | +39.1% | +71.7% | -32.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling