-1.1%
BX vs IRM
+188.8%
-190.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.8% | -3.9% |
| 7D | -1.1% | +8.6% | -9.7% | -5.7% |
| 30D | +8.8% | 0.0% | +8.8% | +8.2% |
| 3M | -18.3% | -7.1% | -11.1% | -15.6% |
| 6M | -1.5% | -7.9% | +6.4% | +1.8% |
| YTD | -19.9% | +41.3% | -61.2% | -37.5% |
| 1Y | -14.5% | +20.7% | -35.2% | -26.5% |
| 3Y | +32.3% | +112.2% | -79.9% | -30.2% |
| 5Y | -1.1% | +191.2% | -192.3% | -58.6% |
| All | -1.1% | +188.8% | -190.0% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling