+950.6%
BX vs IVZ
+148.3%
+802.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | -2.3% | +3.1% | -5.4% | -4.1% |
| 3M | +18.5% | +18.2% | +0.3% | +6.9% |
| 6M | +23.7% | +38.6% | -14.9% | +1.4% |
| YTD | -10.4% | +25.9% | -36.3% | -22.2% |
| 1Y | -19.6% | +51.7% | -71.2% | -37.7% |
| 3Y | +30.8% | +138.7% | -107.9% | -24.0% |
| 5Y | +24.3% | +62.8% | -38.4% | -10.2% |
| 10Y | +679.5% | +60.9% | +618.5% | +379.8% |
| All | +950.6% | +148.3% | +802.4% | +278.5% |
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 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