+15.1%
BND vs IP
+23.4%
-8.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -0.1% | -5.3% | +5.1% | -0.1% |
| 30D | -0.4% | -10.9% | +10.5% | -0.2% |
| 3M | -0.6% | +11.2% | -11.8% | -0.8% |
| 6M | -1.4% | -10.2% | +8.8% | -1.4% |
| YTD | -0.2% | -2.0% | +1.8% | -0.3% |
| 1Y | +1.3% | -19.1% | +20.4% | +1.4% |
| 3Y | +13.2% | +20.9% | -7.7% | +12.7% |
| 5Y | -1.6% | -17.8% | +16.3% | -2.0% |
| All | +15.1% | +23.4% | -8.3% | +13.4% |
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