+74.7%
BND vs IFF
+171.8%
-97.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.9% | -2.8% | +1.9% | -0.9% |
| 30D | -1.0% | -1.1% | +0.2% | -0.9% |
| 3M | -1.2% | +13.8% | -15.1% | -1.3% |
| 6M | -2.0% | +16.7% | -18.7% | -2.1% |
| YTD | -1.2% | +26.1% | -27.3% | -1.3% |
| 1Y | -0.5% | +33.5% | -34.0% | -0.6% |
| 3Y | +12.4% | +31.6% | -19.2% | +12.4% |
| 5Y | -2.5% | -34.9% | +32.4% | -2.8% |
| 10Y | +15.0% | -20.3% | +35.3% | +15.1% |
| All | +74.7% | +171.8% | -97.1% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling