+18.4%
BX vs IYR
+6.0%
+12.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.5% |
| 7D | -5.6% | -1.4% | -4.3% | -3.9% |
| 30D | -12.2% | -2.7% | -9.6% | -9.1% |
| 3M | +7.4% | -2.1% | +9.5% | +10.0% |
| 6M | +22.2% | +3.6% | +18.6% | +16.4% |
| YTD | -14.0% | +8.1% | -22.1% | -22.4% |
| 1Y | -27.3% | +4.7% | -32.0% | -31.7% |
| 3Y | +24.5% | +29.1% | -4.6% | -11.6% |
| All | +18.4% | +6.0% | +12.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling