-2.5%
IBM vs BIL
+3.7%
-6.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | +0.2% |
| 30D | +0.3% | +0.3% | -0.1% | +1.9% |
| 3M | -21.6% | +0.9% | -22.5% | -18.3% |
| 6M | -4.7% | +1.8% | -6.5% | -7.6% |
| YTD | -19.1% | +2.4% | -21.5% | -21.3% |
| 1Y | -2.5% | +3.7% | -6.2% | +34.8% |
| All | -2.5% | +3.7% | -6.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling