+165.3%
IWM vs BX
+654.4%
-489.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.3% |
| 7D | -2.5% | -8.9% | +6.4% | +1.6% |
| 30D | -4.4% | -14.8% | +10.4% | +2.5% |
| 3M | +2.2% | +6.9% | -4.7% | -1.6% |
| 6M | +14.0% | +16.3% | -2.3% | +4.6% |
| YTD | +17.4% | -16.1% | +33.4% | +24.2% |
| 1Y | +22.9% | -26.8% | +49.7% | +38.2% |
| 3Y | +62.1% | +22.4% | +39.6% | +39.7% |
| 5Y | +38.2% | +16.0% | +22.1% | +14.4% |
| All | +165.3% | +654.4% | -489.2% | -2.4% |
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