+56.5%
IOT vs BBAI
-67.0%
+123.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -3.6% |
| 7D | +5.1% | -4.1% | +9.1% | +5.2% |
| 30D | -3.0% | -12.4% | +9.3% | -2.5% |
| 3M | +15.0% | -29.1% | +44.0% | +16.5% |
| 6M | +13.1% | -32.6% | +45.8% | +14.7% |
| YTD | +9.0% | -47.6% | +56.6% | +11.4% |
| 1Y | +0.1% | -41.0% | +41.2% | +1.5% |
| 3Y | +26.4% | +67.5% | -41.0% | +21.5% |
| All | +56.5% | -67.0% | +123.5% | +34.5% |
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 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