+567.9%
BX vs IR
+288.5%
+279.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.8% |
| 7D | -4.4% | -2.8% | -1.6% | -2.9% |
| 30D | +0.1% | -15.1% | +15.2% | +9.4% |
| 3M | +16.0% | +6.1% | +10.0% | +11.8% |
| 6M | +21.6% | -16.8% | +38.4% | +33.2% |
| YTD | -8.9% | -3.5% | -5.4% | -8.7% |
| 1Y | -16.6% | -3.5% | -13.1% | -16.8% |
| 3Y | +43.3% | +9.5% | +33.9% | +32.6% |
| 5Y | +25.7% | +45.1% | -19.4% | +1.4% |
| All | +567.9% | +288.5% | +279.4% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling