-8.5%
BX vs ITOT
+14.7%
-23.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +4.1% |
| 7D | +8.3% | -0.7% | +9.0% | +9.3% |
| 30D | +13.5% | -1.1% | +14.6% | +15.2% |
| 3M | -7.6% | -0.8% | -6.8% | -6.5% |
| 6M | +4.0% | +7.0% | -2.9% | -5.2% |
| YTD | -15.2% | +13.3% | -28.5% | -26.6% |
| 1Y | -8.5% | +14.8% | -23.3% | -21.6% |
| All | -8.5% | +14.7% | -23.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling