-2.7%
BND vs IFF
-35.8%
+33.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | -1.9% | +8.4% | -10.3% | -2.2% |
| 6M | -1.6% | +23.0% | -24.7% | -2.5% |
| YTD | -1.2% | +25.5% | -26.7% | -2.3% |
| 1Y | -0.7% | +29.1% | -29.8% | -1.9% |
| 3Y | +12.5% | +31.7% | -19.1% | +11.0% |
| All | -2.7% | -35.8% | +33.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling