+147.5%
IBM vs BX
0.0%
+147.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +6.8% | +8.8% | -2.1% | +4.9% |
| 3M | +4.4% | -18.3% | +22.7% | +8.3% |
| 6M | +13.2% | -1.5% | +14.7% | +13.0% |
| YTD | -15.1% | -19.9% | +4.8% | -12.3% |
| 1Y | -20.2% | -14.5% | -5.7% | -18.5% |
| 3Y | +79.3% | +32.3% | +47.0% | +68.0% |
| 5Y | +147.5% | -1.1% | +148.6% | +134.5% |
| All | +147.5% | 0.0% | +147.4% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling