+5.7%
IYR vs BBAI
-71.3%
+76.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.1% |
| 7D | -0.9% | -4.1% | +3.2% | -0.9% |
| 30D | -2.4% | -12.4% | +10.0% | -2.2% |
| 3M | -2.0% | -29.1% | +27.1% | -1.7% |
| 6M | +2.5% | -32.6% | +35.1% | +2.8% |
| YTD | +8.3% | -47.6% | +55.9% | +8.9% |
| 1Y | +6.5% | -41.0% | +47.5% | +6.7% |
| 3Y | +29.3% | +67.5% | -38.1% | +26.5% |
| 5Y | +5.7% | -71.3% | +76.9% | +0.4% |
| All | +5.7% | -71.3% | +76.9% | +0.4% |
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