+38.0%
IGV vs BX
+22.1%
+15.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.5% |
| 7D | -5.4% | -8.9% | +3.5% | -1.7% |
| 30D | -2.6% | -14.8% | +12.2% | +3.9% |
| 3M | +10.5% | +6.9% | +3.6% | +7.2% |
| 6M | +18.2% | +16.3% | +1.9% | +10.1% |
| YTD | -4.2% | -16.1% | +11.9% | +1.7% |
| 1Y | -9.8% | -26.8% | +17.0% | +1.3% |
| All | +38.0% | +22.1% | +15.9% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling