+74.7%
BND vs IEF
+80.9%
-6.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.2% |
| 7D | -0.9% | -1.2% | +0.3% | -0.2% |
| 30D | -1.0% | -1.5% | +0.5% | -0.1% |
| 3M | -1.2% | -1.7% | +0.4% | -0.2% |
| 6M | -2.0% | -3.5% | +1.5% | +0.1% |
| YTD | -1.2% | -2.6% | +1.5% | +0.4% |
| 1Y | -0.5% | -2.4% | +1.9% | +1.0% |
| 3Y | +12.4% | +8.9% | +3.5% | +6.9% |
| 5Y | -2.5% | -9.2% | +6.8% | +2.3% |
| 10Y | +15.0% | +3.9% | +11.1% | +12.4% |
| All | +74.7% | +80.9% | -6.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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