+661.1%
BX vs ITW
+194.8%
+466.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.6% |
| 7D | -5.6% | -0.7% | -4.9% | -5.0% |
| 30D | -12.2% | -8.3% | -3.9% | -5.9% |
| 3M | +7.4% | +6.0% | +1.4% | +2.3% |
| 6M | +22.2% | 0.0% | +22.2% | +21.2% |
| YTD | -14.0% | +10.2% | -24.2% | -21.7% |
| 1Y | -27.3% | +3.2% | -30.5% | -30.3% |
| 3Y | +24.5% | +21.0% | +3.6% | +5.6% |
| 5Y | +18.9% | +37.9% | -19.0% | -8.0% |
| All | +661.1% | +194.8% | +466.2% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling