+24.3%
BX vs IR
+46.5%
-22.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.4% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | -2.3% | -13.6% | +11.3% | +8.9% |
| 3M | +18.5% | +3.7% | +14.8% | +14.2% |
| 6M | +23.7% | -13.1% | +36.8% | +35.0% |
| YTD | -10.4% | -5.1% | -5.2% | -10.0% |
| 1Y | -19.6% | -6.5% | -13.1% | -19.0% |
| 3Y | +30.8% | +8.5% | +22.3% | +8.2% |
| 5Y | +24.3% | +43.3% | -19.0% | -24.4% |
| All | +24.3% | +46.5% | -22.2% | -24.4% |
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