+25.0%
BIL vs IR
+288.5%
-263.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | +0.1% | -2.8% | +2.9% | +0.1% |
| 30D | +0.3% | -15.1% | +15.5% | +0.3% |
| 3M | +0.9% | +6.1% | -5.1% | +0.9% |
| 6M | +1.8% | -16.8% | +18.6% | +1.8% |
| YTD | +2.4% | -3.5% | +6.0% | +2.4% |
| 1Y | +3.7% | -3.5% | +7.2% | +3.7% |
| 3Y | +14.2% | +9.5% | +4.7% | +14.2% |
| 5Y | +19.4% | +45.1% | -25.7% | +19.4% |
| All | +25.0% | +288.5% | -263.5% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling