+214.9%
ICE vs BIL
+25.2%
+189.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +4.0% | +0.3% | +3.7% | +3.7% |
| 3M | +11.0% | +0.9% | +10.1% | +10.2% |
| 6M | -5.0% | +1.8% | -6.8% | -6.2% |
| YTD | -2.7% | +2.5% | -5.2% | -4.5% |
| 1Y | -8.6% | +3.7% | -12.3% | -11.4% |
| 3Y | +41.4% | +14.1% | +27.3% | +14.0% |
| 5Y | +39.9% | +19.4% | +20.4% | +1.8% |
| 10Y | +214.9% | +25.2% | +189.7% | +123.8% |
| All | +214.9% | +25.2% | +189.7% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling