+621.5%
IVV vs BX
+829.1%
-207.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -2.8% | +1.9% | -0.1% |
| 30D | -2.3% | +7.3% | -9.7% | -4.6% |
| 3M | -1.2% | -16.3% | +15.1% | +3.5% |
| 6M | +3.3% | +2.5% | +0.8% | +1.5% |
| YTD | +12.3% | -17.6% | +29.9% | +16.5% |
| 1Y | +12.5% | -12.4% | +24.9% | +14.6% |
| 3Y | +79.2% | +36.2% | +43.0% | +57.5% |
| 5Y | +75.6% | +3.0% | +72.6% | +61.0% |
| 10Y | +313.4% | +680.0% | -366.6% | +115.2% |
| All | +621.5% | +829.1% | -207.6% | +193.7% |
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