+30.9%
BLK vs IR
+35.0%
-4.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -5.2% | -3.1% | -2.1% | -3.6% |
| 30D | -7.0% | -14.0% | +7.0% | +0.6% |
| 3M | +5.7% | +3.7% | +1.9% | +2.7% |
| 6M | +11.0% | -15.4% | +26.4% | +19.9% |
| YTD | +0.9% | -7.7% | +8.6% | +3.0% |
| 1Y | -1.6% | -8.8% | +7.2% | +0.7% |
| 3Y | +64.5% | +5.6% | +58.9% | +44.9% |
| 5Y | +30.9% | +34.3% | -3.5% | -8.2% |
| All | +30.9% | +35.0% | -4.2% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling