+3.6%
BIL vs IRE
-97.3%
+100.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | -15.5% | +15.6% | +0.1% |
| 30D | 0.0% | -70.4% | +70.4% | 0.0% |
| 3M | +0.6% | -81.6% | +82.2% | +0.6% |
| 6M | +1.5% | -94.7% | +96.2% | +1.5% |
| YTD | +2.8% | -91.8% | +94.5% | +2.8% |
| 1Y | +3.3% | -97.6% | +100.9% | +3.3% |
| All | +3.6% | -97.3% | +100.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling