+56.6%
IBN vs BBAI
-70.3%
+126.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -2.2% | -1.0% | -1.2% | -2.2% |
| 30D | -2.3% | -10.7% | +8.4% | -2.2% |
| 3M | +15.9% | -32.3% | +48.1% | +16.0% |
| 6M | +5.6% | -31.3% | +36.9% | +5.7% |
| YTD | -0.1% | -45.9% | +45.8% | +0.1% |
| 1Y | -6.5% | -40.0% | +33.5% | -6.5% |
| 3Y | +29.3% | +72.8% | -43.5% | +28.6% |
| 5Y | +56.6% | -70.4% | +126.9% | +43.6% |
| All | +56.6% | -70.3% | +126.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 5y: compounded portfolio wealth divided by compounded BBAI 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…
5y analysis · Full analysis span regression · 6 months rolling