-16.7%
IBM vs BX
-12.5%
-4.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +9.2% | +14.2% | -5.0% | +4.0% |
| 3M | +4.9% | -18.7% | +23.7% | +12.7% |
| 6M | +16.8% | +2.5% | +14.3% | +14.5% |
| YTD | -14.3% | -18.8% | +4.5% | -6.6% |
| 1Y | -16.7% | -10.3% | -6.4% | -12.6% |
| All | -16.7% | -12.5% | -4.3% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling