+137.3%
IYR vs BIL
+30.8%
+106.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +2.0% | -0.3% | +2.2% | +1.1% |
| 30D | +8.2% | 0.0% | +8.2% | +8.2% |
| 3M | -1.7% | +0.6% | -2.3% | +0.3% |
| 6M | -0.4% | +1.5% | -1.9% | +4.8% |
| YTD | +9.9% | +2.8% | +7.1% | +20.3% |
| 1Y | +10.4% | +3.3% | +7.1% | +23.3% |
| 3Y | +38.4% | +13.5% | +25.0% | +114.1% |
| 5Y | +5.2% | +19.8% | -14.6% | +98.3% |
| 10Y | +83.8% | +25.6% | +58.3% | +314.9% |
| All | +137.3% | +30.8% | +106.6% | +375.4% |
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