+950.6%
BX vs IYR
+157.8%
+792.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.0% | -0.4% | -1.6% | -1.7% |
| 30D | -2.3% | -2.5% | +0.2% | -0.3% |
| 3M | +18.5% | +1.5% | +17.1% | +17.0% |
| 6M | +23.7% | +3.9% | +19.9% | +19.9% |
| YTD | -10.4% | +9.5% | -19.9% | -16.7% |
| 1Y | -19.6% | +7.5% | -27.0% | -24.0% |
| 3Y | +30.8% | +30.8% | 0.0% | +6.7% |
| 5Y | +24.3% | +4.8% | +19.6% | +24.7% |
| 10Y | +679.5% | +64.3% | +615.1% | +454.4% |
| All | +950.6% | +157.8% | +792.9% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling