+741.9%
IWM vs BAC
+252.0%
+489.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -1.5% | -7.7% | +6.2% | +1.3% |
| 3M | -8.0% | -21.2% | +13.2% | -0.2% |
| 6M | -4.1% | -6.8% | +2.7% | -2.0% |
| YTD | +11.9% | -8.7% | +20.6% | +15.0% |
| 1Y | +15.0% | -5.3% | +20.3% | +16.7% |
| 3Y | +64.2% | +87.4% | -23.2% | +31.1% |
| 5Y | +20.4% | +18.9% | +1.5% | +11.3% |
| 10Y | +168.0% | +273.3% | -105.3% | +67.8% |
| All | +741.9% | +252.0% | +489.9% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling