+357.2%
IBM vs BX
+802.7%
-445.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +6.8% | +8.8% | -2.1% | +4.6% |
| 3M | +4.4% | -18.3% | +22.7% | +8.8% |
| 6M | +13.2% | -1.5% | +14.7% | +12.8% |
| YTD | -15.1% | -19.9% | +4.8% | -11.7% |
| 1Y | -20.2% | -14.5% | -5.7% | -18.1% |
| 3Y | +79.3% | +32.3% | +47.0% | +63.7% |
| 5Y | +147.5% | -1.1% | +148.6% | +131.3% |
| 10Y | +140.2% | +657.8% | -517.7% | +42.1% |
| All | +357.2% | +802.7% | -445.5% | +106.9% |
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