+16.0%
BX vs IRM
+186.9%
-170.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.7% |
| 7D | -8.9% | -1.8% | -7.1% | -7.9% |
| 30D | -14.8% | -7.8% | -7.0% | -11.1% |
| 3M | +6.9% | -7.9% | +14.8% | +11.2% |
| 6M | +16.3% | +6.3% | +9.9% | +10.3% |
| YTD | -16.1% | +38.2% | -54.2% | -33.0% |
| 1Y | -26.8% | +19.8% | -46.6% | -36.6% |
| 3Y | +22.4% | +98.8% | -76.3% | -31.2% |
| 5Y | +16.0% | +191.8% | -175.8% | -51.7% |
| All | +16.0% | +186.9% | -170.9% | -51.7% |
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