+13.5%
BIL vs IR
+27.4%
-13.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.3% | +3.7% | -3.9% | -0.3% |
| 30D | 0.0% | +7.4% | -7.4% | 0.0% |
| 3M | +0.6% | -5.9% | +6.5% | +0.6% |
| 6M | +1.5% | +5.6% | -4.0% | +1.5% |
| YTD | +2.8% | +4.8% | -2.1% | +2.8% |
| 1Y | +3.3% | +6.9% | -3.6% | +3.4% |
| 3Y | +13.5% | +27.6% | -14.1% | +13.3% |
| All | +13.5% | +27.4% | -13.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling