+138.2%
IBM vs BIL
+19.4%
+118.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +11.1% | 0.0% | +11.1% | +11.6% |
| 3M | +5.7% | +0.3% | +5.4% | +6.0% |
| 6M | +10.1% | +1.2% | +8.9% | +10.2% |
| YTD | -15.6% | +2.5% | -18.1% | -16.3% |
| 1Y | -19.5% | +3.0% | -22.6% | -20.1% |
| 3Y | +80.4% | +13.2% | +67.2% | +69.2% |
| All | +138.2% | +19.4% | +118.8% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling