+13.6%
BND vs IRM
+112.1%
-98.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.4% | +6.8% | -8.2% | -1.7% |
| 30D | +0.6% | +2.6% | -2.0% | +0.4% |
| 3M | -1.6% | -9.5% | +7.9% | -1.3% |
| 6M | -1.5% | -8.5% | +6.9% | -1.3% |
| YTD | -1.5% | +40.3% | -41.7% | -3.1% |
| 1Y | -1.1% | +28.7% | -29.8% | -2.4% |
| 3Y | +13.6% | +111.8% | -98.2% | +3.4% |
| All | +13.6% | +112.1% | -98.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling