+14,075.1%
BLK vs IP
+98.3%
+13,976.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | +2.7% | -5.1% | +7.8% | +5.0% |
| 30D | +10.2% | +8.5% | +1.7% | +6.5% |
| 3M | +4.9% | -13.8% | +18.8% | +11.2% |
| 6M | +11.0% | +5.7% | +5.3% | +6.8% |
| YTD | +11.9% | -9.1% | +21.1% | +12.9% |
| 1Y | +12.6% | -0.8% | +13.4% | +9.2% |
| 3Y | +92.9% | +14.8% | +78.1% | +67.1% |
| 5Y | +39.3% | -11.5% | +50.9% | +33.4% |
| 10Y | +335.9% | +27.9% | +308.0% | +241.0% |
| All | +14,075.1% | +98.3% | +13,976.9% | +6,423.8% |
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 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