+967.7%
BX vs IP
+116.2%
+851.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.3% |
| 7D | -4.4% | -5.3% | +0.9% | -1.5% |
| 30D | +0.1% | -10.9% | +10.9% | +6.6% |
| 3M | +16.0% | +11.2% | +4.8% | +7.8% |
| 6M | +21.6% | -10.2% | +31.8% | +25.3% |
| YTD | -8.9% | -2.0% | -6.9% | -11.2% |
| 1Y | -16.6% | -19.1% | +2.5% | -10.6% |
| 3Y | +43.3% | +20.9% | +22.5% | +16.1% |
| 5Y | +25.7% | -17.8% | +43.5% | +26.6% |
| 10Y | +689.5% | +23.5% | +666.0% | +474.6% |
| All | +967.7% | +116.2% | +851.5% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling