-22.2%
BX vs IRE
-97.2%
+75.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +39.6% | -39.9% | -1.1% |
| 7D | +1.8% | -27.2% | +29.0% | +2.0% |
| 30D | +7.9% | -75.1% | +83.0% | +10.7% |
| 3M | -9.6% | -77.9% | +68.3% | -7.4% |
| 6M | -2.3% | -94.6% | +92.3% | +2.9% |
| YTD | -19.3% | -91.5% | +72.3% | -17.6% |
| 1Y | -13.2% | -97.8% | +84.6% | -11.8% |
| All | -22.2% | -97.2% | +75.0% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling