+74.2%
BND vs IBN
+497.7%
-423.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.4% | +1.9% | -3.3% | -1.4% |
| 30D | +0.6% | +22.1% | -21.5% | +0.6% |
| 3M | -1.6% | +17.1% | -18.7% | -1.6% |
| 6M | -1.5% | +35.5% | -37.1% | -1.5% |
| YTD | -1.5% | +16.8% | -18.3% | -1.4% |
| 1Y | -1.1% | +12.4% | -13.5% | -1.1% |
| 3Y | +13.6% | +58.0% | -44.4% | +13.7% |
| 5Y | -1.8% | +73.7% | -75.5% | -1.7% |
| 10Y | +17.0% | +385.6% | -368.6% | +18.0% |
| All | +74.2% | +497.7% | -423.5% | +73.0% |
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