+24.5%
BX vs ITOT
+75.8%
-51.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +1.2% |
| 7D | -5.6% | -0.9% | -4.7% | -4.2% |
| 30D | -12.2% | -1.5% | -10.8% | -10.1% |
| 3M | +7.4% | +3.6% | +3.8% | +1.8% |
| 6M | +22.2% | +13.7% | +8.5% | +0.2% |
| YTD | -14.0% | +12.9% | -26.9% | -28.3% |
| 1Y | -27.3% | +17.2% | -44.5% | -43.0% |
| 3Y | +24.5% | +75.6% | -51.1% | -50.6% |
| All | +24.5% | +75.8% | -51.2% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling