+318.3%
BLK vs IP
+20.8%
+297.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | +3.7% | -0.3% | +4.0% | +3.9% |
| 30D | +13.9% | +7.9% | +6.0% | +10.2% |
| 3M | +3.9% | -15.3% | +19.2% | +11.1% |
| 6M | +13.0% | +10.5% | +2.5% | +6.5% |
| YTD | +16.1% | -9.4% | +25.5% | +17.3% |
| 1Y | +16.8% | -4.6% | +21.4% | +15.0% |
| 3Y | +97.7% | +21.2% | +76.4% | +60.9% |
| 5Y | +42.1% | -13.3% | +55.4% | +35.4% |
| All | +318.3% | +20.8% | +297.5% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling