+60.2%
IEFA vs BBAI
-71.7%
+131.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -0.5% | -4.1% | +3.6% | -0.4% |
| 30D | -1.1% | -12.4% | +11.3% | -0.9% |
| 3M | +5.1% | -29.1% | +34.1% | +5.6% |
| 6M | +9.3% | -32.6% | +41.9% | +9.8% |
| YTD | +13.0% | -47.6% | +60.5% | +13.8% |
| 1Y | +19.2% | -41.0% | +60.2% | +19.6% |
| 3Y | +67.0% | +67.5% | -0.5% | +63.7% |
| 5Y | +51.1% | -71.3% | +122.4% | +45.8% |
| All | +60.2% | -71.7% | +131.9% | +54.3% |
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 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