-27.3%
BX vs IFF
+33.4%
-60.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -5.6% | -3.2% | -2.4% | -4.9% |
| 30D | -12.2% | -0.3% | -11.9% | -12.2% |
| 3M | +7.4% | +8.4% | -1.0% | +5.2% |
| 6M | +22.2% | +23.0% | -0.9% | +16.1% |
| YTD | -14.0% | +25.5% | -39.5% | -19.5% |
| 1Y | -27.3% | +29.1% | -56.4% | -34.5% |
| All | -27.3% | +33.4% | -60.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling