+15.9%
BND vs IR
+332.9%
-317.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.4% | +2.5% | -4.0% | -1.5% |
| 30D | +0.6% | +9.2% | -8.6% | +0.5% |
| 3M | -1.6% | +0.9% | -2.6% | -1.6% |
| 6M | -1.5% | +19.2% | -20.8% | -1.7% |
| YTD | -1.5% | +7.5% | -8.9% | -1.6% |
| 1Y | -1.1% | +11.7% | -12.8% | -1.2% |
| 3Y | +13.6% | +23.9% | -10.3% | +13.3% |
| 5Y | -1.8% | +46.4% | -48.2% | -2.4% |
| All | +15.9% | +332.9% | -317.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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