+254.1%
BLK vs IR
+271.1%
-17.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | -4.5% | +1.2% | -1.3% |
| 30D | -6.5% | -13.9% | +7.4% | -0.1% |
| 3M | +6.7% | -0.3% | +7.1% | +6.3% |
| 6M | +14.7% | -14.3% | +29.1% | +21.7% |
| YTD | +2.5% | -7.9% | +10.4% | +4.8% |
| 1Y | -2.8% | -9.9% | +7.1% | +0.1% |
| 3Y | +65.9% | +6.5% | +59.3% | +54.8% |
| 5Y | +33.0% | +34.0% | -1.1% | +10.8% |
| All | +254.1% | +271.1% | -17.0% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling