-70.3%
BBAI vs IAG
+542.5%
-612.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -1.0% | +4.3% | -5.3% | -2.1% |
| 30D | -10.7% | +9.8% | -20.5% | -13.1% |
| 3M | -32.3% | +28.9% | -61.2% | -37.0% |
| 6M | -31.3% | -7.6% | -23.7% | -31.0% |
| YTD | -45.9% | +22.0% | -67.9% | -49.2% |
| 1Y | -40.0% | +99.5% | -139.5% | -49.0% |
| 3Y | +72.8% | +818.3% | -745.5% | +6.1% |
| 5Y | -70.4% | +785.9% | -856.3% | -80.5% |
| All | -70.3% | +542.5% | -612.8% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IAG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling