+89.1%
IYR vs BIL
+25.7%
+63.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +7.2% | 0.0% | +7.2% | +7.0% |
| 3M | +0.4% | +0.6% | -0.2% | +0.2% |
| 6M | +1.4% | +1.5% | -0.1% | +1.4% |
| YTD | +11.3% | +2.8% | +8.6% | +11.6% |
| 1Y | +10.5% | +3.3% | +7.2% | +10.9% |
| 3Y | +41.7% | +13.4% | +28.3% | +48.1% |
| 5Y | +7.1% | +19.8% | -12.7% | +17.1% |
| 10Y | +89.1% | +25.7% | +63.4% | +125.3% |
| All | +89.1% | +25.7% | +63.4% | +125.3% |
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