+75.5%
BND vs IBN
+501.5%
-426.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | +11.1% | -11.7% | -0.6% |
| 30D | +1.6% | +23.9% | -22.3% | +1.6% |
| 3M | -0.5% | +16.3% | -16.8% | -0.5% |
| 6M | -1.1% | +34.2% | -35.3% | -1.0% |
| YTD | -0.7% | +17.6% | -18.3% | -0.7% |
| 1Y | -0.7% | +13.8% | -14.5% | -0.6% |
| 3Y | +14.4% | +57.0% | -42.6% | +14.5% |
| 5Y | -1.1% | +75.3% | -76.4% | -0.9% |
| 10Y | +17.9% | +388.7% | -370.8% | +18.9% |
| All | +75.5% | +501.5% | -426.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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