+1,016.4%
IGV vs BX
+910.6%
+105.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -3.3% | -2.0% | -1.3% | -2.7% |
| 30D | 0.0% | -2.3% | +2.3% | +0.7% |
| 3M | +7.3% | +18.5% | -11.2% | +1.3% |
| 6M | +16.7% | +23.7% | -7.0% | +8.2% |
| YTD | -2.8% | -10.4% | +7.5% | -0.4% |
| 1Y | -6.7% | -19.6% | +12.9% | -1.2% |
| 3Y | +41.1% | +30.8% | +10.3% | +25.9% |
| 5Y | +22.0% | +24.3% | -2.4% | +8.0% |
| 10Y | +357.9% | +679.5% | -321.5% | +140.5% |
| All | +1,016.4% | +910.6% | +105.9% | +337.5% |
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