+851.5%
BX vs IRM
+1,119.8%
-268.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +0.6% | +6.8% | -6.2% | -3.1% |
| 30D | +14.2% | +2.6% | +11.6% | +12.0% |
| 3M | -18.7% | -9.5% | -9.3% | -15.0% |
| 6M | +2.5% | -8.5% | +11.0% | +6.2% |
| YTD | -18.8% | +40.3% | -59.1% | -34.8% |
| 1Y | -10.3% | +28.7% | -39.0% | -24.7% |
| 3Y | +35.4% | +111.8% | -76.4% | -17.2% |
| 5Y | +0.3% | +189.1% | -188.8% | -48.8% |
| 10Y | +668.4% | +519.8% | +148.6% | +133.3% |
| All | +851.5% | +1,119.8% | -268.3% | +55.5% |
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 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