+76.2%
BND vs IAG
+166.7%
-90.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | +4.3% | -4.1% | +0.1% |
| 30D | -0.4% | +9.8% | -10.1% | -0.5% |
| 3M | -0.2% | +28.9% | -29.1% | -0.6% |
| 6M | -1.2% | -7.6% | +6.4% | -1.2% |
| YTD | -0.3% | +22.0% | -22.3% | -0.8% |
| 1Y | +0.4% | +99.5% | -99.1% | -0.8% |
| 3Y | +13.4% | +818.3% | -804.9% | +9.4% |
| 5Y | -1.5% | +785.9% | -787.4% | -5.4% |
| 10Y | +15.5% | +381.1% | -365.6% | +10.8% |
| All | +76.2% | +166.7% | -90.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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