+838.5%
BX vs IBN
+367.5%
+471.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -1.1% | +5.7% | -6.8% | -3.5% |
| 30D | +8.8% | +20.5% | -11.7% | +0.2% |
| 3M | -18.3% | +15.2% | -33.5% | -23.3% |
| 6M | -1.5% | +34.5% | -36.0% | -13.7% |
| YTD | -19.9% | +16.4% | -36.3% | -25.4% |
| 1Y | -14.5% | +13.5% | -28.0% | -19.5% |
| 3Y | +32.3% | +55.4% | -23.1% | +6.9% |
| 5Y | -1.1% | +73.1% | -74.2% | -23.1% |
| 10Y | +657.8% | +383.7% | +274.1% | +242.4% |
| All | +838.5% | +367.5% | +471.0% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling