+487.1%
BX vs IR
+334.2%
+152.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -1.1% | +4.3% | -5.3% | -3.3% |
| 30D | +8.8% | +8.1% | +0.7% | +3.8% |
| 3M | -18.3% | +0.7% | -19.0% | -19.1% |
| 6M | -1.5% | +16.6% | -18.1% | -10.4% |
| YTD | -19.9% | +7.8% | -27.7% | -24.9% |
| 1Y | -14.5% | +9.9% | -24.4% | -20.9% |
| 3Y | +32.3% | +25.2% | +7.1% | +13.3% |
| 5Y | -1.1% | +46.8% | -47.9% | -22.4% |
| All | +487.1% | +334.2% | +152.9% | +202.5% |
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