+694.8%
BX vs IP
+23.2%
+671.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.2% |
| 7D | -4.4% | -5.3% | +0.9% | -1.8% |
| 30D | +0.1% | -10.9% | +10.9% | +5.9% |
| 3M | +16.0% | +11.2% | +4.8% | +8.7% |
| 6M | +21.6% | -10.2% | +31.8% | +25.5% |
| YTD | -8.9% | -2.0% | -6.9% | -10.6% |
| 1Y | -16.6% | -19.1% | +2.5% | -10.5% |
| 3Y | +43.3% | +20.9% | +22.5% | +18.1% |
| 5Y | +25.7% | -17.8% | +43.5% | +26.8% |
| All | +694.8% | +23.2% | +671.6% | +452.1% |
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