+14.8%
IGV vs BX
-0.1%
+14.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.9% |
| 7D | +2.3% | +0.6% | +1.8% | +2.0% |
| 30D | -6.0% | +14.2% | -20.2% | -12.0% |
| 3M | -4.8% | -18.7% | +14.0% | +4.1% |
| 6M | +14.2% | +2.5% | +11.8% | +11.3% |
| YTD | -4.2% | -18.8% | +14.6% | +3.1% |
| 1Y | -5.3% | -10.3% | +5.0% | -2.9% |
| 3Y | +38.8% | +35.4% | +3.4% | +11.7% |
| All | +14.8% | -0.1% | +14.9% | +3.9% |
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 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