-19.3%
BX vs IRE
-97.3%
+78.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +3.9% |
| 7D | +3.3% | -15.5% | +18.8% | +3.1% |
| 30D | +9.6% | -70.4% | +80.0% | +11.9% |
| 3M | -8.7% | -81.6% | +72.9% | -5.9% |
| 6M | +2.2% | -94.7% | +96.9% | +7.7% |
| YTD | -16.2% | -91.8% | +75.5% | -14.5% |
| 1Y | -11.5% | -97.6% | +86.1% | -9.9% |
| All | -19.3% | -97.3% | +78.0% | -17.8% |
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