+0.4%
BX vs IVZ
+36.0%
-35.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.3% |
| 7D | +0.6% | +7.6% | -7.0% | -4.7% |
| 30D | +14.2% | +4.3% | +9.9% | +10.3% |
| 3M | -18.7% | -9.3% | -9.4% | -13.2% |
| 6M | +2.5% | +5.2% | -2.8% | -2.5% |
| YTD | -18.8% | +13.4% | -32.3% | -27.3% |
| 1Y | -10.3% | +25.4% | -35.7% | -25.7% |
| 3Y | +35.4% | +152.5% | -117.1% | -38.8% |
| All | +0.4% | +36.0% | -35.6% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling