+661.1%
BX vs IT
+103.1%
+558.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +0.1% |
| 7D | -5.6% | -3.7% | -1.9% | -4.1% |
| 30D | -12.2% | +0.1% | -12.3% | -12.6% |
| 3M | +7.4% | +20.7% | -13.3% | -4.9% |
| 6M | +22.2% | +12.0% | +10.2% | +10.5% |
| YTD | -14.0% | -28.8% | +14.8% | -3.6% |
| 1Y | -27.3% | -25.5% | -1.8% | -21.3% |
| 3Y | +24.5% | -48.8% | +73.3% | +57.6% |
| 5Y | +18.9% | -42.7% | +61.6% | +41.0% |
| All | +661.1% | +103.1% | +558.0% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling