+87.7%
IYR vs BIL
+26.1%
+61.6%
-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 | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +6.1% | +0.3% | +5.8% | +6.0% |
| 3M | +0.9% | +0.9% | 0.0% | +0.8% |
| 6M | +1.2% | +1.9% | -0.7% | +1.2% |
| YTD | +11.1% | +3.1% | +8.0% | +11.3% |
| 1Y | +9.0% | +3.7% | +5.3% | +9.3% |
| 3Y | +41.4% | +13.8% | +27.6% | +47.1% |
| 5Y | +6.7% | +20.2% | -13.6% | +15.6% |
| 10Y | +87.7% | +26.1% | +61.5% | +121.3% |
| All | +87.7% | +26.1% | +61.6% | +121.3% |
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