+120.6%
IBM vs BX
+19.7%
+101.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.7% | +7.0% | +4.0% |
| 7D | +3.6% | -5.7% | +9.2% | +4.6% |
| 30D | +1.5% | -8.9% | +10.4% | +3.2% |
| 3M | -12.9% | +8.4% | -21.3% | -14.4% |
| 6M | -3.9% | +18.9% | -22.8% | -7.2% |
| YTD | -17.3% | -13.6% | -3.7% | -15.8% |
| 1Y | -5.0% | -22.4% | +17.5% | -1.8% |
| 3Y | +78.2% | +26.0% | +52.2% | +68.6% |
| 5Y | +120.6% | +18.8% | +101.8% | +105.2% |
| All | +120.6% | +19.7% | +101.0% | +105.2% |
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