+143.5%
IWM vs BX
+659.0%
-515.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +2.3% | +14.2% | -12.0% | -3.9% |
| 3M | -8.3% | -18.7% | +10.4% | -0.1% |
| 6M | -1.3% | +2.5% | -3.8% | -4.0% |
| YTD | +13.5% | -18.8% | +32.3% | +21.3% |
| 1Y | +18.4% | -10.3% | +28.7% | +20.6% |
| 3Y | +69.6% | +35.4% | +34.2% | +39.1% |
| 5Y | +23.3% | +0.3% | +23.0% | +9.8% |
| All | +143.5% | +659.0% | -515.4% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling