+53.0%
IJR vs BBAI
+64.9%
-11.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.4% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -4.6% | -12.0% | +7.4% | -3.9% |
| 3M | +0.2% | -30.7% | +30.9% | +2.2% |
| 6M | +14.7% | -30.7% | +45.4% | +16.5% |
| YTD | +18.9% | -46.9% | +65.7% | +22.1% |
| 1Y | +19.9% | -41.1% | +61.0% | +21.5% |
| 3Y | +53.0% | +65.9% | -12.9% | +25.1% |
| All | +53.0% | +64.9% | -11.9% | +25.1% |
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