+31.3%
BIL vs IVZ
+150.8%
-119.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | +0.1% | +7.6% | -7.5% | +0.1% |
| 30D | +0.3% | +4.3% | -4.0% | +0.4% |
| 3M | +1.0% | -9.3% | +10.3% | +0.9% |
| 6M | +1.9% | +5.2% | -3.4% | +1.9% |
| YTD | +3.2% | +13.4% | -10.3% | +3.2% |
| 1Y | +3.7% | +25.4% | -21.7% | +3.7% |
| 3Y | +13.8% | +152.5% | -138.7% | +14.0% |
| 5Y | +20.3% | +36.7% | -16.4% | +20.3% |
| 10Y | +26.2% | +45.0% | -18.8% | +26.3% |
| All | +31.3% | +150.8% | -119.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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