-8.5%
IP vs BBAI
-70.8%
+62.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.2% |
| 7D | -5.3% | -4.3% | -1.0% | -5.2% |
| 30D | -10.9% | -3.6% | -7.2% | -10.8% |
| 3M | +11.2% | -38.8% | +50.0% | +11.8% |
| 6M | -10.2% | -23.8% | +13.5% | -10.0% |
| YTD | -2.0% | -45.9% | +43.9% | -1.5% |
| 1Y | -19.1% | -40.8% | +21.7% | -18.9% |
| 3Y | +20.9% | +69.8% | -48.9% | +19.1% |
| 5Y | -17.8% | -70.3% | +52.5% | -18.5% |
| All | -8.5% | -70.8% | +62.3% | -8.8% |
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