-1.5%
BND vs IR
+46.5%
-48.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -0.4% | -13.6% | +13.3% | -0.1% |
| 3M | -0.2% | +3.7% | -3.9% | -0.3% |
| 6M | -1.2% | -13.1% | +11.9% | -1.0% |
| YTD | -0.3% | -5.1% | +4.8% | -0.3% |
| 1Y | +0.4% | -6.5% | +6.9% | +0.4% |
| 3Y | +13.4% | +8.5% | +4.9% | +12.5% |
| 5Y | -1.5% | +43.3% | -44.8% | -3.7% |
| All | -1.5% | +46.5% | -48.0% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling