+30.4%
BIL vs ITW
+714.2%
-683.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.3% | -9.4% | +9.7% | +0.3% |
| 3M | +0.9% | +7.1% | -6.2% | +0.9% |
| 6M | +1.8% | -1.9% | +3.7% | +1.8% |
| YTD | +2.5% | +10.4% | -8.0% | +2.5% |
| 1Y | +3.7% | +3.3% | +0.4% | +3.7% |
| 3Y | +14.1% | +21.0% | -6.9% | +14.1% |
| 5Y | +19.4% | +36.3% | -16.9% | +19.5% |
| 10Y | +25.3% | +185.8% | -160.5% | +25.6% |
| All | +30.4% | +714.2% | -683.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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