+1.3%
BLK vs IP
-21.3%
+22.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -3.1% | -11.2% | +8.1% | -0.6% |
| 3M | +10.7% | +12.3% | -1.6% | +7.8% |
| 6M | +15.9% | -5.2% | +21.1% | +16.9% |
| YTD | +4.0% | -4.0% | +8.0% | +4.6% |
| 1Y | +1.3% | -19.2% | +20.5% | +3.6% |
| All | +1.3% | -21.3% | +22.6% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling