+74.2%
BND vs IAG
+129.7%
-55.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -1.4% | -7.7% | +6.2% | -1.3% |
| 30D | +0.6% | +1.6% | -1.0% | +0.5% |
| 3M | -1.6% | -2.4% | +0.8% | -1.6% |
| 6M | -1.5% | -7.8% | +6.3% | -1.6% |
| YTD | -1.5% | +5.0% | -6.5% | -1.8% |
| 1Y | -1.1% | +25.7% | -26.8% | -1.6% |
| 3Y | +13.6% | +694.5% | -680.9% | +9.8% |
| 5Y | -1.8% | +421.7% | -423.5% | -5.1% |
| 10Y | +17.0% | +382.5% | -365.4% | +12.4% |
| All | +74.2% | +129.7% | -55.5% | +65.0% |
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