+967.7%
BX vs IT
+651.7%
+316.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +1.2% |
| 7D | -4.4% | -6.0% | +1.7% | -1.4% |
| 30D | +0.1% | 0.0% | +0.1% | -0.3% |
| 3M | +16.0% | +13.1% | +2.9% | +5.0% |
| 6M | +21.6% | +11.7% | +9.9% | +8.9% |
| YTD | -8.9% | -26.1% | +17.2% | -0.2% |
| 1Y | -16.6% | -21.3% | +4.6% | -13.0% |
| 3Y | +43.3% | -46.7% | +90.1% | +77.1% |
| 5Y | +25.7% | -40.5% | +66.2% | +46.9% |
| 10Y | +689.5% | +103.9% | +585.6% | +333.6% |
| All | +967.7% | +651.7% | +316.0% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling