+3.3%
BLK vs IR
-1.2%
+4.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -3.6% | -2.8% | -0.8% | -2.6% |
| 30D | -1.0% | -15.1% | +14.1% | +4.9% |
| 3M | +10.4% | +6.1% | +4.3% | +7.3% |
| 6M | +8.2% | -16.8% | +25.0% | +14.5% |
| YTD | +6.0% | -3.5% | +9.6% | +5.9% |
| 1Y | +3.3% | -3.5% | +6.8% | +2.8% |
| All | +3.3% | -1.2% | +4.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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