+1,646.4%
BX vs IEFA
+211.8%
+1,434.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.3% |
| 7D | -5.7% | -0.5% | -5.2% | -5.1% |
| 30D | -8.9% | -1.1% | -7.8% | -7.5% |
| 3M | +8.4% | +5.1% | +3.3% | +1.6% |
| 6M | +18.9% | +9.3% | +9.6% | +5.4% |
| YTD | -13.6% | +13.0% | -26.6% | -26.7% |
| 1Y | -22.4% | +19.2% | -41.6% | -38.7% |
| 3Y | +26.0% | +67.0% | -41.0% | -35.5% |
| 5Y | +18.8% | +51.1% | -32.3% | -28.5% |
| 10Y | +668.7% | +146.5% | +522.3% | +159.1% |
| All | +1,646.4% | +211.8% | +1,434.6% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling