+674.8%
BX vs IP
+26.3%
+648.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +1.8% | -5.1% | +6.9% | +4.5% |
| 30D | +7.9% | +8.5% | -0.6% | +3.4% |
| 3M | -9.6% | -13.8% | +4.2% | -2.9% |
| 6M | -2.3% | +5.7% | -8.0% | -6.3% |
| YTD | -19.3% | -9.1% | -10.2% | -17.9% |
| 1Y | -13.2% | -0.8% | -12.4% | -16.0% |
| 3Y | +33.8% | +14.8% | +19.0% | +12.7% |
| 5Y | 0.0% | -11.5% | +11.5% | -3.2% |
| All | +674.8% | +26.3% | +648.6% | +341.8% |
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