+635.8%
BX vs IAG
+389.3%
+246.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +0.6% | -7.7% | +8.3% | +1.2% |
| 30D | +14.2% | +1.6% | +12.7% | +13.9% |
| 3M | -18.7% | -2.4% | -16.3% | -18.8% |
| 6M | +2.5% | -7.8% | +10.3% | +2.6% |
| YTD | -18.8% | +5.0% | -23.8% | -20.2% |
| 1Y | -10.3% | +25.7% | -36.0% | -13.2% |
| 3Y | +35.4% | +694.5% | -659.1% | +10.6% |
| 5Y | +0.3% | +421.7% | -421.4% | -19.6% |
| All | +635.8% | +389.3% | +246.6% | +479.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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