+533.2%
BX vs IR
+274.4%
+258.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.6% | -2.5% |
| 7D | -5.7% | -1.9% | -3.8% | -4.7% |
| 30D | -8.9% | -15.0% | +6.2% | -0.4% |
| 3M | +8.4% | -0.4% | +8.8% | +8.2% |
| 6M | +18.9% | -15.0% | +34.0% | +28.7% |
| YTD | -13.6% | -7.1% | -6.6% | -11.6% |
| 1Y | -22.4% | -7.5% | -14.9% | -20.7% |
| 3Y | +26.0% | +6.3% | +19.7% | +18.7% |
| 5Y | +18.8% | +37.3% | -18.6% | -1.5% |
| All | +533.2% | +274.4% | +258.8% | +256.2% |
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