+851.5%
BX vs IVZ
+123.7%
+727.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | 0.0% |
| 7D | +0.6% | +7.6% | -7.0% | -3.7% |
| 30D | +14.2% | +4.3% | +9.9% | +11.2% |
| 3M | -18.7% | -9.3% | -9.4% | -14.2% |
| 6M | +2.5% | +5.2% | -2.8% | -1.2% |
| YTD | -18.8% | +13.4% | -32.3% | -25.3% |
| 1Y | -10.3% | +25.4% | -35.7% | -22.4% |
| 3Y | +35.4% | +152.5% | -117.1% | -24.1% |
| 5Y | +0.3% | +36.7% | -36.4% | -19.7% |
| 10Y | +668.4% | +45.0% | +623.4% | +403.9% |
| All | +851.5% | +123.7% | +727.9% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling