+33.0%
BLK vs IT
-42.9%
+76.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.6% | +0.2% |
| 7D | -3.3% | -3.7% | +0.4% | -2.4% |
| 30D | -6.5% | +0.1% | -6.6% | -6.7% |
| 3M | +6.7% | +20.7% | -13.9% | -0.6% |
| 6M | +14.7% | +12.0% | +2.8% | +8.0% |
| YTD | +2.5% | -28.8% | +31.3% | +12.3% |
| 1Y | -2.8% | -25.5% | +22.7% | +3.7% |
| 3Y | +65.9% | -48.8% | +114.6% | +97.6% |
| All | +33.0% | -42.9% | +76.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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