+24.5%
BX vs IEFA
+65.7%
-41.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.2% |
| 7D | -5.6% | -1.6% | -4.0% | -3.7% |
| 30D | -12.2% | -1.5% | -10.7% | -10.5% |
| 3M | +7.4% | +3.4% | +4.0% | +3.1% |
| 6M | +22.2% | +9.5% | +12.7% | +8.9% |
| YTD | -14.0% | +13.0% | -27.1% | -26.7% |
| 1Y | -27.3% | +18.0% | -45.3% | -41.6% |
| 3Y | +24.5% | +65.4% | -40.8% | -41.0% |
| All | +24.5% | +65.7% | -41.2% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling