-27.3%
BX vs IAG
+86.2%
-113.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.1% |
| 6M | +22.2% | -7.1% | +29.3% | +19.9% |
| YTD | -14.0% | +22.9% | -36.9% | -15.9% |
| 1Y | -27.3% | +83.3% | -110.6% | -32.2% |
| All | -27.3% | +86.2% | -113.5% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling