+967.7%
BX vs IBN
+311.9%
+655.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -4.4% | +1.4% | -5.8% | -5.0% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +16.0% | +17.1% | -1.1% | +8.1% |
| 6M | +21.6% | +3.4% | +18.2% | +19.7% |
| YTD | -8.9% | +2.5% | -11.4% | -10.2% |
| 1Y | -16.6% | -4.2% | -12.5% | -15.6% |
| 3Y | +43.3% | +32.4% | +10.9% | +24.4% |
| 5Y | +25.7% | +59.2% | -33.5% | +1.4% |
| 10Y | +689.5% | +345.7% | +343.8% | +266.7% |
| All | +967.7% | +311.9% | +655.8% | +235.7% |
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