+20.1%
IVV vs BX
-15.8%
+35.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +2.0% | +16.0% | -14.0% | -0.7% |
| 6M | +13.0% | +21.6% | -8.6% | +9.0% |
| YTD | +13.6% | -8.9% | +22.5% | +14.7% |
| 1Y | +20.1% | -16.6% | +36.7% | +21.9% |
| All | +20.1% | -15.8% | +35.9% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling