+136.8%
IYR vs BIL
+30.4%
+106.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.0% |
| 30D | -2.9% | +0.3% | -3.2% | -1.8% |
| 3M | +0.8% | +0.9% | -0.1% | +4.0% |
| 6M | +1.9% | +1.8% | 0.0% | +8.2% |
| YTD | +9.6% | +2.4% | +7.2% | +18.9% |
| 1Y | +8.1% | +3.7% | +4.4% | +22.3% |
| 3Y | +29.2% | +14.2% | +15.0% | +104.5% |
| 5Y | +4.3% | +19.4% | -15.1% | +94.5% |
| 10Y | +64.7% | +25.2% | +39.5% | +268.3% |
| All | +136.8% | +30.4% | +106.4% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling