+40.2%
IWM vs BBAI
-70.8%
+111.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +0.1% | -4.3% | +4.4% | +0.2% |
| 30D | -1.3% | -3.6% | +2.4% | -1.2% |
| 3M | +1.6% | -38.8% | +40.4% | +2.9% |
| 6M | +13.6% | -23.8% | +37.3% | +14.1% |
| YTD | +20.8% | -45.9% | +66.7% | +22.3% |
| 1Y | +26.4% | -40.8% | +67.2% | +27.4% |
| 3Y | +60.7% | +69.8% | -9.1% | +54.9% |
| 5Y | +38.2% | -70.3% | +108.5% | +33.2% |
| All | +40.2% | -70.8% | +111.0% | +35.8% |
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