-8.5%
BX vs IVZ
+30.5%
-39.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.1% | +3.6% |
| 7D | +8.3% | +2.6% | +5.6% | +6.5% |
| 30D | +13.5% | -3.5% | +17.0% | +15.9% |
| 3M | -7.6% | -7.4% | -0.2% | -3.2% |
| 6M | +4.0% | +14.7% | -10.7% | -6.0% |
| YTD | -15.2% | +14.6% | -29.8% | -22.3% |
| 1Y | -8.5% | +30.7% | -39.2% | -19.8% |
| All | -8.5% | +30.5% | -39.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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