+75.5%
BND vs IP
+110.7%
-35.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | 0.0% | -5.1% | +5.1% | 0.0% |
| 30D | +2.3% | +8.5% | -6.2% | +2.3% |
| 3M | -0.6% | -13.8% | +13.3% | -0.6% |
| 6M | -1.3% | +5.7% | -7.1% | -1.3% |
| YTD | -0.7% | -9.1% | +8.4% | -0.7% |
| 1Y | -0.5% | -0.8% | +0.3% | -0.5% |
| 3Y | +14.7% | +14.8% | -0.1% | +14.9% |
| 5Y | -1.9% | -11.5% | +9.7% | -1.8% |
| 10Y | +15.6% | +27.9% | -12.3% | +16.1% |
| All | +75.5% | +110.7% | -35.2% | +75.2% |
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