+661.1%
BX vs IVZ
+65.9%
+595.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -5.6% | -2.4% | -3.2% | -4.3% |
| 30D | -12.2% | +3.0% | -15.3% | -13.7% |
| 3M | +7.4% | +14.9% | -7.5% | -0.8% |
| 6M | +22.2% | +36.7% | -14.6% | +2.5% |
| YTD | -14.0% | +25.7% | -39.7% | -24.4% |
| 1Y | -27.3% | +47.7% | -75.0% | -41.7% |
| 3Y | +24.5% | +138.8% | -114.3% | -24.2% |
| 5Y | +18.9% | +62.1% | -43.2% | -13.3% |
| All | +661.1% | +65.9% | +595.2% | +383.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling