-12.4%
BX vs IP
-4.7%
-7.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -2.8% | -2.8% | -0.1% | -1.8% |
| 30D | +7.3% | +9.2% | -1.9% | +4.2% |
| 3M | -16.3% | -16.1% | -0.2% | -11.5% |
| 6M | +2.5% | +9.6% | -7.1% | -0.6% |
| YTD | -17.6% | -8.8% | -8.8% | -13.5% |
| 1Y | -12.4% | -5.5% | -6.9% | -9.2% |
| All | -12.4% | -4.7% | -7.6% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling