+7.3%
BLK vs INIO
-40.3%
+47.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.7% |
| 7D | -5.2% | -3.4% | -1.8% | -5.1% |
| 30D | -7.0% | -28.6% | +21.5% | -6.2% |
| 3M | +5.7% | -37.6% | +43.3% | +6.4% |
| All | +7.3% | -40.3% | +47.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling