+848.6%
BX vs IP
+98.8%
+749.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -2.4% |
| 7D | +0.3% | -5.0% | +5.3% | +3.2% |
| 30D | +6.7% | +6.5% | +0.2% | +2.9% |
| 3M | -11.1% | -18.0% | +7.0% | -1.0% |
| 6M | -0.4% | +10.3% | -10.7% | -7.5% |
| YTD | -19.1% | -9.9% | -9.2% | -17.5% |
| 1Y | -13.6% | -1.1% | -12.5% | -16.8% |
| 3Y | +30.7% | +13.0% | +17.7% | +9.8% |
| 5Y | +0.3% | -12.3% | +12.5% | -2.8% |
| 10Y | +687.5% | +26.8% | +660.6% | +462.6% |
| All | +848.6% | +98.8% | +749.8% | +385.8% |
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 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