+25.3%
BIL vs IAG
+423.2%
-397.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -4.1% | +4.1% | +0.1% |
| 30D | +0.3% | +10.6% | -10.3% | +0.3% |
| 3M | +0.9% | +35.4% | -34.5% | +0.9% |
| 6M | +1.8% | -9.5% | +11.3% | +1.8% |
| YTD | +2.5% | +21.8% | -19.4% | +2.5% |
| 1Y | +3.7% | +84.1% | -80.5% | +3.7% |
| 3Y | +14.1% | +817.4% | -803.3% | +14.1% |
| 5Y | +19.4% | +830.1% | -810.7% | +19.4% |
| All | +25.3% | +423.2% | -397.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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