+1.1%
BX vs IR
+51.1%
-50.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +0.4% |
| 7D | +3.3% | +5.0% | -1.8% | -0.4% |
| 30D | +9.6% | +10.3% | -0.7% | +1.4% |
| 3M | -8.7% | -0.1% | -8.6% | -9.4% |
| 6M | +2.2% | +14.8% | -12.5% | -9.2% |
| YTD | -16.2% | +9.7% | -26.0% | -25.0% |
| 1Y | -11.5% | +12.2% | -23.7% | -22.6% |
| 3Y | +41.0% | +30.0% | +11.0% | +0.9% |
| 5Y | +1.1% | +46.8% | -45.7% | -38.4% |
| All | +1.1% | +51.1% | -50.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling