+134.5%
IBM vs BX
+654.4%
-519.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -1.7% |
| 7D | -0.3% | -8.9% | +8.6% | +2.2% |
| 30D | -1.8% | -14.8% | +12.9% | +2.5% |
| 3M | -13.5% | +6.9% | -20.4% | -15.5% |
| 6M | -5.1% | +16.3% | -21.4% | -9.6% |
| YTD | -19.4% | -16.1% | -3.3% | -16.2% |
| 1Y | -6.5% | -26.8% | +20.3% | +0.5% |
| 3Y | +73.8% | +22.4% | +51.4% | +56.9% |
| 5Y | +116.3% | +16.0% | +100.3% | +86.5% |
| All | +134.5% | +654.4% | -519.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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