+75.6%
BND vs IP
+108.9%
-33.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.2% |
| 7D | +0.4% | -5.0% | +5.3% | +0.4% |
| 30D | +2.3% | +6.5% | -4.2% | +2.3% |
| 3M | -0.8% | -18.0% | +17.3% | -0.8% |
| 6M | -0.8% | +10.3% | -11.1% | -0.8% |
| YTD | -0.6% | -9.9% | +9.2% | -0.7% |
| 1Y | 0.0% | -1.1% | +1.0% | 0.0% |
| 3Y | +14.3% | +13.0% | +1.3% | +14.5% |
| 5Y | -1.8% | -12.3% | +10.5% | -1.8% |
| 10Y | +15.7% | +26.8% | -11.1% | +16.2% |
| All | +75.6% | +108.9% | -33.3% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling