-16.8%
BX vs IRE
-84.0%
+67.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.8% | +3.1% | -3.5% |
| 7D | -5.7% | +29.0% | -34.7% | -6.3% |
| 30D | -8.9% | +24.2% | -33.1% | -9.7% |
| 3M | +8.4% | -53.2% | +61.6% | +9.8% |
| 6M | +18.9% | -36.0% | +55.0% | +17.1% |
| YTD | -13.6% | -51.0% | +37.4% | -14.9% |
| All | -16.8% | -84.0% | +67.2% | -18.2% |
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