+883.5%
BX vs IFF
+152.6%
+730.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -8.9% | -2.8% | -6.1% | -7.3% |
| 30D | -14.8% | -1.1% | -13.7% | -14.2% |
| 3M | +6.9% | +13.8% | -6.9% | -2.3% |
| 6M | +16.3% | +16.7% | -0.4% | +2.3% |
| YTD | -16.1% | +26.1% | -42.2% | -30.4% |
| 1Y | -26.8% | +33.5% | -60.3% | -41.9% |
| 3Y | +22.4% | +31.6% | -9.2% | -6.4% |
| 5Y | +16.0% | -34.9% | +50.9% | +38.7% |
| 10Y | +646.9% | -20.3% | +667.3% | +576.0% |
| All | +883.5% | +152.6% | +730.9% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling