-6.4%
IEF vs BBAI
-80.9%
+74.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.7% | +7.5% | -0.2% |
| 7D | -2.0% | -14.0% | +12.0% | -2.0% |
| 30D | +0.7% | -12.4% | +13.1% | +0.7% |
| 3M | -2.5% | -42.8% | +40.3% | -2.4% |
| 6M | -2.6% | -54.6% | +52.1% | -2.4% |
| YTD | -3.2% | -64.6% | +61.4% | -3.0% |
| 1Y | -3.0% | -69.9% | +66.8% | -2.9% |
| 3Y | +10.5% | +7.3% | +3.2% | +10.1% |
| 5Y | -8.2% | -80.8% | +72.7% | -9.5% |
| All | -6.4% | -80.9% | +74.5% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling