-6.1%
IEF vs BBAI
-71.3%
+65.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -1.7% | +0.4% | -1.3% |
| 30D | -1.7% | -12.0% | +10.2% | -1.7% |
| 3M | -2.5% | -30.7% | +28.1% | -2.5% |
| 6M | -3.3% | -30.7% | +27.4% | -3.2% |
| YTD | -2.8% | -46.9% | +44.0% | -2.7% |
| 1Y | -2.7% | -41.1% | +38.3% | -2.7% |
| 3Y | +8.9% | +65.9% | -57.0% | +8.4% |
| 5Y | -9.4% | -70.9% | +61.4% | -10.6% |
| All | -6.1% | -71.3% | +65.2% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling