-1.4%
BND vs IRE
-97.7%
+96.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.1% | -0.7% |
| 7D | -0.1% | -41.9% | +41.8% | 0.0% |
| 30D | +1.3% | -75.1% | +76.4% | +1.5% |
| 3M | -0.7% | -82.4% | +81.7% | -0.4% |
| 6M | -1.6% | -95.5% | +93.9% | -1.2% |
| YTD | -1.0% | -93.1% | +92.0% | -0.6% |
| 1Y | -0.7% | -97.8% | +97.1% | -0.4% |
| All | -1.4% | -97.7% | +96.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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