+18.9%
IWM vs BX
-8.3%
+27.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | 0.0% |
| 7D | +1.0% | +8.3% | -7.3% | -1.0% |
| 30D | +0.2% | +13.5% | -13.3% | -3.0% |
| 3M | -5.6% | -7.6% | +2.0% | -4.0% |
| 6M | +2.7% | +4.0% | -1.3% | +1.0% |
| YTD | +16.2% | -15.2% | +31.3% | +20.2% |
| 1Y | +18.9% | -8.5% | +27.4% | +17.2% |
| All | +18.9% | -8.3% | +27.3% | +17.2% |
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