-16.6%
BX vs IYR
+8.4%
-25.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -4.4% | -1.2% | -3.1% | -3.2% |
| 30D | +0.1% | -2.9% | +2.9% | +3.0% |
| 3M | +16.0% | +0.8% | +15.2% | +14.4% |
| 6M | +21.6% | +1.9% | +19.8% | +18.3% |
| YTD | -8.9% | +9.6% | -18.5% | -18.3% |
| 1Y | -16.6% | +8.1% | -24.7% | -25.2% |
| All | -16.6% | +8.4% | -25.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling