+48.6%
IEMG vs BBAI
-71.7%
+120.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | +4.6% | -12.4% | +17.0% | +4.9% |
| 3M | +4.8% | -29.1% | +33.9% | +5.4% |
| 6M | +16.8% | -32.6% | +49.4% | +17.4% |
| YTD | +24.8% | -47.6% | +72.4% | +25.8% |
| 1Y | +34.3% | -41.0% | +75.3% | +34.9% |
| 3Y | +87.0% | +67.5% | +19.5% | +84.4% |
| 5Y | +49.9% | -71.3% | +121.2% | +47.7% |
| All | +48.6% | -71.7% | +120.3% | +46.2% |
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