+37.8%
BLK vs IP
-12.0%
+49.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.7% | -5.1% | +7.8% | +4.5% |
| 30D | +10.2% | +8.5% | +1.7% | +7.2% |
| 3M | +4.9% | -13.8% | +18.8% | +10.0% |
| 6M | +11.0% | +5.7% | +5.3% | +7.7% |
| YTD | +11.9% | -9.1% | +21.1% | +13.1% |
| 1Y | +12.6% | -0.8% | +13.4% | +10.0% |
| 3Y | +92.9% | +14.8% | +78.1% | +64.5% |
| All | +37.8% | -12.0% | +49.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling