+30.3%
BIL vs IP
+117.0%
-86.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.1% | -5.3% | +5.4% | +0.1% |
| 30D | +0.3% | -10.9% | +11.2% | +0.3% |
| 3M | +0.9% | +11.2% | -10.2% | +1.0% |
| 6M | +1.8% | -10.2% | +12.1% | +1.8% |
| YTD | +2.4% | -2.0% | +4.4% | +2.4% |
| 1Y | +3.7% | -19.1% | +22.8% | +3.7% |
| 3Y | +14.2% | +20.9% | -6.7% | +14.2% |
| 5Y | +19.4% | -17.8% | +37.2% | +19.4% |
| 10Y | +25.2% | +23.5% | +1.7% | +25.3% |
| All | +30.3% | +117.0% | -86.6% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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