+661.1%
BX vs IAG
+427.6%
+233.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.4% |
| 7D | -5.6% | -1.1% | -4.5% | -5.5% |
| 30D | -12.2% | +12.1% | -24.3% | -13.1% |
| 3M | +7.4% | +25.5% | -18.1% | +5.2% |
| 6M | +22.2% | -7.1% | +29.3% | +22.0% |
| YTD | -14.0% | +22.9% | -36.9% | -16.4% |
| 1Y | -27.3% | +83.3% | -110.6% | -31.7% |
| 3Y | +24.5% | +808.5% | -784.0% | +1.1% |
| 5Y | +18.9% | +838.0% | -819.1% | -6.9% |
| All | +661.1% | +427.6% | +233.4% | +497.6% |
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