+25.1%
BX vs IVZ
+133.3%
-108.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.2% |
| 7D | -5.7% | +1.2% | -6.8% | -6.4% |
| 30D | -8.9% | +1.8% | -10.7% | -10.0% |
| 3M | +8.4% | +15.7% | -7.4% | -2.1% |
| 6M | +18.9% | +36.3% | -17.4% | -3.9% |
| YTD | -13.6% | +24.9% | -38.6% | -26.1% |
| 1Y | -22.4% | +48.9% | -71.4% | -41.2% |
| All | +25.1% | +133.3% | -108.2% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling