+30.8%
BIL vs IAG
+199.2%
-168.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | 0.0% |
| 7D | +0.1% | +16.8% | -16.8% | +0.1% |
| 30D | 0.0% | -1.5% | +1.5% | 0.0% |
| 3M | +0.6% | +0.5% | +0.1% | +0.6% |
| 6M | +1.5% | -1.0% | +2.5% | +1.5% |
| YTD | +2.8% | +12.3% | -9.5% | +2.8% |
| 1Y | +3.3% | +39.2% | -35.9% | +3.3% |
| 3Y | +13.4% | +712.3% | -698.9% | +13.4% |
| 5Y | +19.8% | +484.2% | -464.4% | +19.9% |
| 10Y | +25.7% | +382.3% | -356.6% | +25.7% |
| All | +30.8% | +199.2% | -168.5% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling