+264.8%
ICE vs BIL
+25.6%
+239.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +14.7% | 0.0% | +14.7% | +14.5% |
| 3M | +19.8% | +0.6% | +19.2% | +18.8% |
| 6M | +15.2% | +1.5% | +13.7% | +13.4% |
| YTD | +12.7% | +2.8% | +9.9% | +9.5% |
| 1Y | +20.4% | +3.3% | +17.1% | +16.3% |
| 3Y | +70.8% | +13.4% | +57.3% | +35.2% |
| 5Y | +43.9% | +19.8% | +24.1% | -1.1% |
| 10Y | +264.8% | +25.7% | +239.0% | +134.8% |
| All | +264.8% | +25.6% | +239.1% | +134.8% |
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