-70.3%
BBAI vs IAG
+554.3%
-624.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -4.3% | -0.5% | -3.7% | -4.1% |
| 30D | -3.6% | +28.9% | -32.5% | -10.1% |
| 3M | -38.8% | +19.1% | -57.9% | -41.8% |
| 6M | -23.8% | -10.3% | -13.5% | -23.0% |
| YTD | -45.9% | +24.2% | -70.1% | -49.4% |
| 1Y | -40.8% | +116.5% | -157.3% | -50.5% |
| 3Y | +69.8% | +742.8% | -673.0% | +5.1% |
| 5Y | -70.3% | +753.3% | -823.7% | -80.6% |
| All | -70.3% | +554.3% | -624.6% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling