-8.5%
BX vs IOT
+8.2%
-16.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +5.6% |
| 7D | +8.3% | -0.5% | +8.8% | +8.3% |
| 30D | +13.5% | +1.0% | +12.5% | +13.3% |
| 3M | -7.6% | +10.9% | -18.5% | -9.1% |
| 6M | +4.0% | +39.9% | -35.9% | -1.5% |
| YTD | -15.2% | +20.8% | -35.9% | -19.7% |
| 1Y | -8.5% | +10.6% | -19.0% | -12.5% |
| All | -8.5% | +8.2% | -16.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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