+661.1%
BX vs IYR
+69.7%
+591.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.7% |
| 7D | -5.6% | -1.4% | -4.3% | -4.2% |
| 30D | -12.2% | -2.7% | -9.6% | -9.7% |
| 3M | +7.4% | -2.1% | +9.5% | +9.6% |
| 6M | +22.2% | +3.6% | +18.6% | +17.6% |
| YTD | -14.0% | +8.1% | -22.1% | -20.7% |
| 1Y | -27.3% | +4.7% | -32.0% | -30.7% |
| 3Y | +24.5% | +29.1% | -4.6% | -3.4% |
| 5Y | +18.9% | +6.9% | +12.0% | +14.0% |
| All | +661.1% | +69.7% | +591.3% | +418.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling