+13,325.9%
BLK vs IP
+113.8%
+13,212.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.3% |
| 7D | -3.6% | -5.3% | +1.6% | -1.5% |
| 30D | -1.0% | -10.9% | +9.9% | +3.7% |
| 3M | +10.4% | +11.2% | -0.8% | +4.4% |
| 6M | +8.2% | -10.2% | +18.4% | +10.7% |
| YTD | +6.0% | -2.0% | +8.0% | +3.8% |
| 1Y | +3.3% | -19.1% | +22.4% | +8.8% |
| 3Y | +70.3% | +20.9% | +49.4% | +44.4% |
| 5Y | +34.5% | -17.8% | +52.3% | +33.1% |
| 10Y | +281.9% | +23.5% | +258.4% | +203.3% |
| All | +13,325.9% | +113.8% | +13,212.1% | +5,900.9% |
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