+335.9%
IBM vs BX
+927.0%
-591.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.3% | -4.4% | +4.1% | +0.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -21.6% | +16.0% | -37.6% | -24.4% |
| 6M | -4.7% | +21.6% | -26.3% | -9.2% |
| YTD | -19.1% | -8.9% | -10.2% | -17.9% |
| 1Y | -2.5% | -16.6% | +14.1% | +0.6% |
| 3Y | +74.2% | +43.3% | +30.8% | +56.2% |
| 5Y | +113.1% | +25.7% | +87.4% | +88.4% |
| 10Y | +133.5% | +689.5% | -556.0% | +36.8% |
| All | +335.9% | +927.0% | -591.1% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling