-9.2%
IEF vs BBAI
-71.4%
+62.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -1.5% | -15.3% | +13.8% | -1.4% |
| 3M | -1.7% | -29.9% | +28.2% | -1.6% |
| 6M | -3.5% | -30.7% | +27.2% | -3.5% |
| YTD | -2.6% | -47.8% | +45.1% | -2.6% |
| 1Y | -2.4% | -40.4% | +38.0% | -2.4% |
| 3Y | +8.9% | +66.9% | -57.9% | +8.4% |
| 5Y | -9.2% | -71.4% | +62.1% | -10.3% |
| All | -9.2% | -71.4% | +62.2% | -10.3% |
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