+967.7%
BX vs IRM
+1,143.5%
-175.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +0.1% | -8.1% | +8.2% | +4.5% |
| 3M | +16.0% | -9.7% | +25.7% | +21.9% |
| 6M | +21.6% | +10.0% | +11.6% | +13.8% |
| YTD | -8.9% | +43.0% | -51.9% | -27.2% |
| 1Y | -16.6% | +32.7% | -49.3% | -31.1% |
| 3Y | +43.3% | +102.7% | -59.4% | -9.6% |
| 5Y | +25.7% | +187.6% | -161.9% | -35.3% |
| 10Y | +689.5% | +420.1% | +269.4% | +166.4% |
| All | +967.7% | +1,143.5% | -175.8% | +73.8% |
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