+30.4%
BIL vs IFF
+160.0%
-129.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | +0.9% | +18.6% | -17.7% | +0.9% |
| 6M | +1.8% | +17.4% | -15.6% | +1.8% |
| YTD | +2.5% | +28.5% | -26.0% | +2.5% |
| 1Y | +3.7% | +32.5% | -28.8% | +3.8% |
| 3Y | +14.1% | +34.1% | -20.0% | +14.2% |
| 5Y | +19.4% | -35.2% | +54.6% | +19.4% |
| 10Y | +25.3% | -21.1% | +46.3% | +25.3% |
| All | +30.4% | +160.0% | -129.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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