+17.3%
BND vs IR
+288.5%
-271.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | -0.1% | -2.8% | +2.7% | -0.1% |
| 30D | -0.4% | -15.1% | +14.8% | -0.2% |
| 3M | -0.6% | +6.1% | -6.7% | -0.7% |
| 6M | -1.4% | -16.8% | +15.4% | -1.3% |
| YTD | -0.2% | -3.5% | +3.3% | -0.2% |
| 1Y | +1.3% | -3.5% | +4.8% | +1.3% |
| 3Y | +13.2% | +9.5% | +3.7% | +12.9% |
| 5Y | -1.6% | +45.1% | -46.6% | -2.0% |
| All | +17.3% | +288.5% | -271.2% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling