+25.1%
BX vs IT
-52.2%
+77.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.2% |
| 7D | -5.7% | -9.1% | +3.5% | -3.3% |
| 30D | -8.9% | -12.2% | +3.3% | -5.8% |
| 3M | +8.4% | +7.8% | +0.6% | +4.7% |
| 6M | +18.9% | +2.0% | +16.9% | +16.0% |
| YTD | -13.6% | -32.7% | +19.1% | -3.8% |
| 1Y | -22.4% | -31.1% | +8.7% | -15.1% |
| All | +25.1% | -52.2% | +77.3% | +66.3% |
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