+73.4%
IWD vs BBAI
-76.7%
+150.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.1% |
| 7D | +1.6% | -8.3% | +9.9% | +1.7% |
| 30D | +3.6% | -2.9% | +6.5% | +3.6% |
| 3M | +2.0% | -28.2% | +30.2% | +2.4% |
| 6M | +13.1% | -44.5% | +57.6% | +13.7% |
| YTD | +26.2% | -57.0% | +83.2% | +27.1% |
| 1Y | +29.6% | -59.4% | +88.9% | +30.5% |
| 3Y | +84.3% | +48.7% | +35.6% | +82.0% |
| 5Y | +73.4% | -76.8% | +150.2% | +69.9% |
| All | +73.4% | -76.7% | +150.1% | +69.9% |
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