+838.5%
BX vs IRM
+1,128.7%
-290.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.8% | -3.9% |
| 7D | -1.1% | +8.6% | -9.7% | -5.6% |
| 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% | +1.7% |
| YTD | -19.9% | +41.3% | -61.2% | -36.0% |
| 1Y | -14.5% | +20.7% | -35.2% | -25.6% |
| 3Y | +32.3% | +112.2% | -79.9% | -19.2% |
| 5Y | -1.1% | +191.2% | -192.3% | -49.7% |
| 10Y | +657.8% | +524.3% | +133.5% | +129.2% |
| All | +838.5% | +1,128.7% | -290.2% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling