-2.5%
BND vs IT
-46.1%
+43.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.6% |
| 7D | -0.9% | -12.7% | +11.8% | -0.7% |
| 30D | -1.0% | -8.9% | +7.9% | -0.8% |
| 3M | -1.2% | +10.1% | -11.4% | -1.5% |
| 6M | -2.0% | +7.3% | -9.3% | -2.2% |
| YTD | -1.2% | -32.4% | +31.2% | -0.5% |
| 1Y | -0.5% | -26.6% | +26.2% | 0.0% |
| 3Y | +12.4% | -51.8% | +64.2% | +13.5% |
| 5Y | -2.5% | -45.6% | +43.1% | -2.0% |
| All | -2.5% | -46.1% | +43.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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