+37.0%
IVZ vs BBAI
-80.9%
+117.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.7% | +10.1% | +2.6% |
| 7D | +7.6% | -14.0% | +21.6% | +8.0% |
| 30D | +4.3% | -12.4% | +16.7% | +4.7% |
| 3M | -9.3% | -42.8% | +33.5% | -8.0% |
| 6M | +5.2% | -54.6% | +59.9% | +7.3% |
| YTD | +13.4% | -64.6% | +78.1% | +16.0% |
| 1Y | +25.4% | -69.9% | +95.3% | +28.5% |
| 3Y | +152.5% | +7.3% | +145.2% | +149.2% |
| All | +37.0% | -80.9% | +117.8% | +36.1% |
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