+17.3%
BND vs IP
+24.7%
-7.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +1.3% | +9.4% | -8.1% | +1.2% |
| 3M | -0.7% | -14.1% | +13.3% | -0.5% |
| 6M | -1.6% | +9.2% | -10.8% | -1.8% |
| YTD | -1.0% | -7.5% | +6.5% | -1.0% |
| 1Y | -0.7% | -2.8% | +2.1% | -0.8% |
| 3Y | +14.1% | +21.2% | -7.2% | +13.6% |
| 5Y | -1.5% | -11.5% | +10.0% | -1.9% |
| 10Y | +17.3% | +23.7% | -6.4% | +15.0% |
| All | +17.3% | +24.7% | -7.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling