+30.8%
BIL vs IRM
+1,045.3%
-1,014.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | -5.3% | +5.3% | +0.1% |
| 30D | 0.0% | -2.3% | +2.3% | 0.0% |
| 3M | +0.6% | -7.4% | +8.0% | +0.6% |
| 6M | +1.5% | -12.2% | +13.7% | +1.5% |
| YTD | +2.8% | +38.6% | -35.9% | +2.9% |
| 1Y | +3.3% | +14.9% | -11.5% | +3.4% |
| 3Y | +13.4% | +108.2% | -94.8% | +13.6% |
| 5Y | +19.8% | +183.8% | -164.0% | +20.1% |
| 10Y | +25.7% | +512.6% | -486.9% | +26.2% |
| All | +30.8% | +1,045.3% | -1,014.5% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling