+14,506.1%
BLK vs IP
+104.0%
+14,402.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +1.8% |
| 7D | +4.1% | -3.0% | +7.1% | +5.4% |
| 30D | +12.2% | +10.6% | +1.6% | +7.6% |
| 3M | +7.4% | -13.6% | +21.0% | +13.8% |
| 6M | +13.2% | +10.4% | +2.8% | +7.0% |
| YTD | +15.4% | -6.5% | +21.8% | +14.9% |
| 1Y | +14.6% | -2.1% | +16.8% | +11.9% |
| 3Y | +99.2% | +22.0% | +77.2% | +68.1% |
| 5Y | +41.9% | -9.7% | +51.6% | +34.7% |
| 10Y | +326.3% | +26.8% | +299.4% | +234.6% |
| All | +14,506.1% | +104.0% | +14,402.1% | +6,543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling