+808.3%
IWM vs BAC
+346.4%
+461.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -1.3% | -0.4% | -0.9% | -1.2% |
| 3M | +1.6% | +16.9% | -15.3% | -3.9% |
| 6M | +13.6% | +26.6% | -13.1% | +4.4% |
| YTD | +20.8% | +15.8% | +5.0% | +14.3% |
| 1Y | +26.4% | +27.2% | -0.8% | +15.8% |
| 3Y | +60.7% | +132.4% | -71.7% | +19.1% |
| 5Y | +38.2% | +72.6% | -34.4% | +12.4% |
| 10Y | +169.5% | +389.7% | -220.3% | +53.9% |
| All | +808.3% | +346.4% | +461.8% | +291.7% |
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