-20.3%
BX vs IRE
-97.7%
+77.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.8% | +14.6% | -0.9% |
| 7D | +3.7% | -41.9% | +45.6% | +4.4% |
| 30D | +8.2% | -75.1% | +83.3% | +10.9% |
| 3M | -12.7% | -82.4% | +69.7% | -10.1% |
| 6M | +1.0% | -95.5% | +96.5% | +6.7% |
| YTD | -17.2% | -93.1% | +75.8% | -15.2% |
| 1Y | -11.6% | -97.8% | +86.2% | -9.7% |
| All | -20.3% | -97.7% | +77.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling