-1.1%
BND vs IR
+10.2%
-11.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.3% |
| 3M | -1.6% | +0.9% | -2.6% | -1.6% |
| 6M | -1.5% | +19.2% | -20.8% | -2.3% |
| YTD | -1.5% | +7.5% | -8.9% | -2.1% |
| 1Y | -1.1% | +11.7% | -12.8% | -2.0% |
| All | -1.1% | +10.2% | -11.3% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling