+35.4%
BX vs IT
-53.3%
+88.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +14.2% | -1.8% | +16.1% | +14.7% |
| 3M | -18.7% | +4.8% | -23.6% | -20.2% |
| 6M | +2.5% | +33.0% | -30.5% | -8.0% |
| YTD | -18.8% | -23.8% | +5.0% | -12.6% |
| 1Y | -10.3% | -16.5% | +6.2% | -6.8% |
| 3Y | +35.4% | -53.6% | +89.0% | +92.2% |
| All | +35.4% | -53.3% | +88.7% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling