-70.8%
BBAI vs IAG
+547.3%
-618.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -12.0% | +12.1% | -24.1% | -14.8% |
| 3M | -30.7% | +25.5% | -56.2% | -35.1% |
| 6M | -30.7% | -7.1% | -23.6% | -30.4% |
| YTD | -46.9% | +22.9% | -69.7% | -50.2% |
| 1Y | -41.1% | +83.3% | -124.4% | -49.1% |
| 3Y | +65.9% | +808.5% | -742.6% | +1.9% |
| 5Y | -70.9% | +838.0% | -908.8% | -80.9% |
| All | -70.8% | +547.3% | -618.1% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling