+25.1%
BX vs IAG
+817.0%
-791.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.9% |
| 7D | -5.7% | +1.7% | -7.3% | -5.8% |
| 30D | -8.9% | +11.4% | -20.3% | -10.0% |
| 3M | +8.4% | +33.0% | -24.6% | +5.0% |
| 6M | +18.9% | -6.0% | +24.9% | +18.2% |
| YTD | -13.6% | +24.6% | -38.2% | -16.9% |
| 1Y | -22.4% | +105.0% | -127.4% | -29.7% |
| All | +25.1% | +817.0% | -791.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling