+24.2%
IWM vs BAC
+20.8%
+3.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.8% | +1.5% | +1.2% | +1.9% |
| 30D | +0.6% | -6.4% | +7.0% | +4.3% |
| 3M | -7.8% | -21.7% | +13.9% | +5.1% |
| 6M | -1.0% | +0.5% | -1.5% | -2.1% |
| YTD | +13.9% | -6.7% | +20.6% | +16.9% |
| 1Y | +15.4% | -4.7% | +20.1% | +17.1% |
| 3Y | +70.2% | +96.1% | -25.9% | +12.8% |
| All | +24.2% | +20.8% | +3.4% | +3.9% |
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