+75.8%
BND vs IRM
+1,105.6%
-1,029.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.1% | +3.0% | -3.2% | -0.2% |
| 30D | -0.2% | -5.2% | +5.0% | -0.2% |
| 3M | -0.7% | -8.0% | +7.4% | -0.6% |
| 6M | -1.7% | +9.2% | -10.8% | -1.8% |
| YTD | -0.5% | +41.0% | -41.5% | -1.1% |
| 1Y | +0.4% | +23.3% | -22.9% | 0.0% |
| 3Y | +13.1% | +102.8% | -89.7% | +12.0% |
| 5Y | -2.1% | +192.8% | -194.9% | -3.4% |
| 10Y | +15.7% | +439.6% | -423.9% | +14.1% |
| All | +75.8% | +1,105.6% | -1,029.8% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling