+69.2%
IYR vs BIL
+25.2%
+44.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.4% | +0.3% | -2.6% | -2.5% |
| 3M | -2.0% | +0.9% | -2.9% | -2.3% |
| 6M | +2.5% | +1.8% | +0.7% | +2.0% |
| YTD | +8.3% | +2.5% | +5.9% | +7.6% |
| 1Y | +6.5% | +3.7% | +2.8% | +5.6% |
| 3Y | +29.3% | +14.1% | +15.2% | +29.2% |
| 5Y | +5.7% | +19.4% | -13.8% | +5.7% |
| 10Y | +69.2% | +25.2% | +44.0% | +69.3% |
| All | +69.2% | +25.2% | +44.0% | +69.3% |
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