+50.4%
IJH vs BBAI
+64.9%
-14.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -1.9% | -1.7% | -0.1% | -1.8% |
| 30D | -4.6% | -12.0% | +7.3% | -4.0% |
| 3M | -1.2% | -30.7% | +29.5% | +0.7% |
| 6M | +9.4% | -30.7% | +40.1% | +11.1% |
| YTD | +13.3% | -46.9% | +60.2% | +16.3% |
| 1Y | +13.4% | -41.1% | +54.5% | +14.8% |
| 3Y | +50.4% | +65.9% | -15.5% | +27.5% |
| All | +50.4% | +64.9% | -14.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling