+18.8%
BX vs IOT
+54.1%
-35.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -5.6% | -4.5% | -1.1% | -4.5% |
| 30D | -12.2% | -2.4% | -9.8% | -11.8% |
| 3M | +7.4% | +19.0% | -11.6% | +1.7% |
| 6M | +22.2% | +19.6% | +2.5% | +14.0% |
| YTD | -14.0% | +8.3% | -22.3% | -18.6% |
| 1Y | -27.3% | -0.8% | -26.5% | -30.0% |
| 3Y | +24.5% | +24.4% | +0.1% | +6.0% |
| All | +18.8% | +54.1% | -35.4% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling