+47.4%
IEMG vs BBAI
-71.3%
+118.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.2% |
| 7D | -1.3% | -1.7% | +0.4% | -1.3% |
| 30D | +1.9% | -12.0% | +13.9% | +2.1% |
| 3M | +1.4% | -30.7% | +32.1% | +2.0% |
| 6M | +15.2% | -30.7% | +45.8% | +15.7% |
| YTD | +23.8% | -46.9% | +70.7% | +24.7% |
| 1Y | +30.7% | -41.1% | +71.7% | +31.3% |
| 3Y | +83.3% | +65.9% | +17.4% | +80.7% |
| 5Y | +48.8% | -70.9% | +119.6% | +46.5% |
| All | +47.4% | -71.3% | +118.7% | +44.9% |
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 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