+635.8%
BX vs IRM
+520.0%
+115.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +0.6% | +6.8% | -6.2% | -2.8% |
| 30D | +14.2% | +2.6% | +11.6% | +12.2% |
| 3M | -18.7% | -9.5% | -9.3% | -15.2% |
| 6M | +2.5% | -8.5% | +11.0% | +6.0% |
| YTD | -18.8% | +40.3% | -59.1% | -33.9% |
| 1Y | -10.3% | +28.7% | -39.0% | -23.8% |
| 3Y | +35.4% | +111.8% | -76.4% | -15.2% |
| 5Y | +0.3% | +189.1% | -188.8% | -46.4% |
| All | +635.8% | +520.0% | +115.8% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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