+40.0%
IJR vs BBAI
-71.7%
+111.7%
-28.0%
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 | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | -3.6% | -12.4% | +8.8% | -3.4% |
| 3M | +2.3% | -29.1% | +31.4% | +3.0% |
| 6M | +14.3% | -32.6% | +47.0% | +15.1% |
| YTD | +19.3% | -47.6% | +66.9% | +20.5% |
| 1Y | +22.6% | -41.0% | +63.6% | +23.3% |
| 3Y | +53.5% | +67.5% | -13.9% | +48.9% |
| 5Y | +39.9% | -71.3% | +111.2% | +34.3% |
| All | +40.0% | -71.7% | +111.7% | +35.3% |
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