+967.7%
BX vs IAG
+190.6%
+777.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | +0.1% | +28.9% | -28.8% | -2.7% |
| 3M | +16.0% | +19.1% | -3.1% | +13.5% |
| 6M | +21.6% | -10.3% | +31.9% | +21.9% |
| YTD | -8.9% | +24.2% | -33.1% | -12.3% |
| 1Y | -16.6% | +116.5% | -133.1% | -24.7% |
| 3Y | +43.3% | +742.8% | -699.5% | +8.8% |
| 5Y | +25.7% | +753.3% | -727.6% | -8.3% |
| 10Y | +689.5% | +403.2% | +286.3% | +457.5% |
| All | +967.7% | +190.6% | +777.1% | +486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling