+17.5%
BND vs IP
+20.8%
-3.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +0.6% | +7.9% | -7.3% | +0.5% |
| 3M | -1.6% | -15.3% | +13.7% | -1.4% |
| 6M | -1.5% | +10.5% | -12.1% | -1.7% |
| YTD | -1.5% | -9.4% | +7.9% | -1.4% |
| 1Y | -1.1% | -4.6% | +3.6% | -1.1% |
| 3Y | +13.6% | +21.2% | -7.6% | +13.1% |
| 5Y | -1.8% | -13.3% | +11.5% | -2.2% |
| All | +17.5% | +20.8% | -3.4% | +14.5% |
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