+36.4%
ITW vs BBAI
-71.4%
+107.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -5.4% | +3.0% | -2.3% |
| 30D | -9.5% | -15.3% | +5.8% | -9.4% |
| 3M | +6.6% | -29.9% | +36.5% | +6.9% |
| 6M | -1.8% | -30.7% | +29.0% | -1.6% |
| YTD | +9.0% | -47.8% | +56.8% | +9.3% |
| 1Y | +3.6% | -40.4% | +43.9% | +3.6% |
| 3Y | +19.4% | +66.9% | -47.4% | +18.0% |
| 5Y | +36.4% | -71.4% | +107.8% | +28.3% |
| All | +36.4% | -71.4% | +107.8% | +28.3% |
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 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