+495.3%
BX vs IR
+332.9%
+162.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.6% | +2.5% | -1.9% | -0.8% |
| 30D | +14.2% | +9.2% | +5.1% | +8.4% |
| 3M | -18.7% | +0.9% | -19.7% | -19.7% |
| 6M | +2.5% | +19.2% | -16.8% | -7.9% |
| YTD | -18.8% | +7.5% | -26.3% | -23.8% |
| 1Y | -10.3% | +11.7% | -22.0% | -17.8% |
| 3Y | +35.4% | +23.9% | +11.5% | +16.6% |
| 5Y | +0.3% | +46.4% | -46.1% | -21.2% |
| All | +495.3% | +332.9% | +162.4% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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