+13.4%
BIL vs IRM
+104.5%
-91.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.0% | 0.0% |
| 7D | +0.1% | -3.8% | +3.8% | +0.1% |
| 30D | 0.0% | -3.2% | +3.2% | 0.0% |
| 3M | +0.6% | -7.8% | +8.4% | +0.6% |
| 6M | +1.5% | -12.7% | +14.2% | +1.5% |
| YTD | +2.8% | +36.7% | -33.9% | +2.8% |
| 1Y | +3.3% | +10.0% | -6.7% | +3.3% |
| 3Y | +13.4% | +107.2% | -93.8% | +13.4% |
| All | +13.4% | +104.5% | -91.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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