+74.7%
BND vs IJH
+467.6%
-392.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | -2.5% | +1.6% | -0.9% |
| 30D | -1.0% | -5.0% | +4.1% | -1.0% |
| 3M | -1.2% | +0.5% | -1.8% | -1.2% |
| 6M | -2.0% | +8.2% | -10.2% | -2.0% |
| YTD | -1.2% | +12.5% | -13.6% | -1.1% |
| 1Y | -0.5% | +14.4% | -14.8% | -0.4% |
| 3Y | +12.4% | +49.5% | -37.1% | +12.8% |
| 5Y | -2.5% | +47.8% | -50.3% | -2.2% |
| 10Y | +15.0% | +180.4% | -165.4% | +17.5% |
| All | +74.7% | +467.6% | -392.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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