+25.1%
BX vs IRM
+102.2%
-77.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.3% |
| 7D | -5.7% | +3.0% | -8.7% | -7.0% |
| 30D | -8.9% | -5.2% | -3.7% | -6.9% |
| 3M | +8.4% | -8.0% | +16.4% | +12.1% |
| 6M | +18.9% | +9.2% | +9.8% | +12.5% |
| YTD | -13.6% | +41.0% | -54.6% | -29.0% |
| 1Y | -22.4% | +23.3% | -45.7% | -31.9% |
| All | +25.1% | +102.2% | -77.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling