+65.1%
IVZ vs BBAI
-70.3%
+135.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | +0.6% | -4.3% | +4.9% | +0.8% |
| 30D | +4.0% | -3.6% | +7.6% | +4.1% |
| 3M | +18.2% | -38.8% | +57.0% | +19.5% |
| 6M | +32.8% | -23.8% | +56.6% | +33.5% |
| YTD | +28.7% | -45.9% | +74.7% | +30.2% |
| 1Y | +55.4% | -40.8% | +96.1% | +56.5% |
| 3Y | +135.2% | +69.8% | +65.4% | +129.5% |
| All | +65.1% | -70.3% | +135.4% | +65.0% |
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