+30.3%
BIL vs IRM
+1,081.2%
-1,050.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +0.3% | -8.1% | +8.4% | +0.3% |
| 3M | +0.9% | -9.7% | +10.6% | +0.9% |
| 6M | +1.8% | +10.0% | -8.2% | +1.9% |
| YTD | +2.4% | +43.0% | -40.6% | +2.5% |
| 1Y | +3.7% | +32.7% | -28.9% | +3.8% |
| 3Y | +14.2% | +102.7% | -88.6% | +14.3% |
| 5Y | +19.4% | +187.6% | -168.2% | +19.7% |
| 10Y | +25.2% | +420.1% | -394.9% | +25.7% |
| All | +30.3% | +1,081.2% | -1,050.9% | +31.4% |
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 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