+55.4%
IOT vs BBAI
-66.6%
+121.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | -4.5% | -1.7% | -2.8% | -4.5% |
| 30D | -2.4% | -12.0% | +9.5% | -1.9% |
| 3M | +19.0% | -30.7% | +49.6% | +20.7% |
| 6M | +19.6% | -30.7% | +50.3% | +21.2% |
| YTD | +8.3% | -46.9% | +55.1% | +10.6% |
| 1Y | -0.8% | -41.1% | +40.3% | +0.5% |
| 3Y | +24.4% | +65.9% | -41.5% | +19.5% |
| All | +55.4% | -66.6% | +121.9% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling