+361.8%
IBM vs BX
+815.3%
-453.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +9.2% | +14.2% | -5.0% | +5.9% |
| 3M | +4.9% | -18.7% | +23.7% | +9.5% |
| 6M | +16.8% | +2.5% | +14.3% | +15.4% |
| YTD | -14.3% | -18.8% | +4.5% | -11.0% |
| 1Y | -16.7% | -10.3% | -6.4% | -15.4% |
| 3Y | +82.2% | +35.4% | +46.8% | +65.5% |
| 5Y | +149.9% | +0.3% | +149.7% | +132.9% |
| 10Y | +142.6% | +668.4% | -525.8% | +43.1% |
| All | +361.8% | +815.3% | -453.5% | +108.3% |
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