+661.1%
BX vs IBN
+324.2%
+336.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.7% |
| 7D | -5.6% | -3.0% | -2.6% | -4.4% |
| 30D | -12.2% | -1.5% | -10.7% | -11.7% |
| 3M | +7.4% | +7.9% | -0.5% | +3.9% |
| 6M | +22.2% | +8.6% | +13.5% | +17.9% |
| YTD | -14.0% | -0.6% | -13.5% | -14.1% |
| 1Y | -27.3% | -7.3% | -20.0% | -25.4% |
| 3Y | +24.5% | +26.2% | -1.7% | +11.1% |
| 5Y | +18.9% | +57.8% | -39.0% | -2.6% |
| All | +661.1% | +324.2% | +336.8% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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