+7.3%
BBAI vs IAG
+663.0%
-655.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.1% | -8.8% | -8.1% |
| 7D | -14.0% | -7.7% | -6.3% | -11.0% |
| 30D | -12.4% | +1.6% | -14.0% | -13.1% |
| 3M | -42.8% | -2.4% | -40.4% | -42.7% |
| 6M | -54.6% | -7.8% | -46.8% | -53.9% |
| YTD | -64.6% | +5.0% | -69.7% | -66.2% |
| 1Y | -69.9% | +25.7% | -95.6% | -72.9% |
| 3Y | +7.3% | +694.5% | -687.2% | -58.5% |
| All | +7.3% | +663.0% | -655.7% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling