+24.5%
BX vs IFF
+29.0%
-4.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -5.6% | -3.2% | -2.4% | -4.5% |
| 30D | -12.2% | -0.3% | -11.9% | -12.1% |
| 3M | +7.4% | +8.4% | -1.0% | +4.1% |
| 6M | +22.2% | +23.0% | -0.9% | +12.1% |
| YTD | -14.0% | +25.5% | -39.5% | -22.3% |
| 1Y | -27.3% | +29.1% | -56.4% | -35.3% |
| 3Y | +24.5% | +31.7% | -7.1% | +4.9% |
| All | +24.5% | +29.0% | -4.4% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling