+30.8%
BX vs IR
+8.4%
+22.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | -2.3% | -13.6% | +11.3% | +6.7% |
| 3M | +18.5% | +3.7% | +14.8% | +15.2% |
| 6M | +23.7% | -13.1% | +36.8% | +33.1% |
| YTD | -10.4% | -5.1% | -5.2% | -9.9% |
| 1Y | -19.6% | -6.5% | -13.1% | -18.9% |
| 3Y | +30.8% | +8.5% | +22.3% | +8.8% |
| All | +30.8% | +8.4% | +22.4% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling