+635.8%
BX vs IP
+20.8%
+615.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +14.2% | +7.9% | +6.3% | +9.9% |
| 3M | -18.7% | -15.3% | -3.4% | -11.9% |
| 6M | +2.5% | +10.5% | -8.0% | -4.0% |
| YTD | -18.8% | -9.4% | -9.4% | -17.3% |
| 1Y | -10.3% | -4.6% | -5.7% | -11.3% |
| 3Y | +35.4% | +21.2% | +14.1% | +10.5% |
| 5Y | +0.3% | -13.3% | +13.6% | -1.8% |
| All | +635.8% | +20.8% | +615.0% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling