+18.8%
BX vs IBN
+54.0%
-35.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -2.6% |
| 7D | -5.7% | -5.1% | -0.6% | -2.5% |
| 30D | -8.9% | -3.5% | -5.4% | -6.9% |
| 3M | +8.4% | +11.3% | -2.9% | +1.0% |
| 6M | +18.9% | +4.4% | +14.5% | +15.3% |
| YTD | -13.6% | -1.8% | -11.8% | -13.3% |
| 1Y | -22.4% | -8.0% | -14.5% | -19.3% |
| 3Y | +26.0% | +27.1% | -1.1% | +0.4% |
| 5Y | +18.8% | +54.5% | -35.7% | -21.6% |
| All | +18.8% | +54.0% | -35.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling