+76.4%
BND vs IT
+645.4%
-569.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | 0.0% |
| 7D | -0.1% | -6.0% | +5.9% | -0.2% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -0.6% | +13.1% | -13.7% | -0.6% |
| 6M | -1.4% | +11.7% | -13.1% | -1.4% |
| YTD | -0.2% | -26.1% | +25.9% | -0.3% |
| 1Y | +1.3% | -21.3% | +22.5% | +1.2% |
| 3Y | +13.2% | -46.7% | +59.9% | +13.0% |
| 5Y | -1.6% | -40.5% | +38.9% | -1.6% |
| 10Y | +15.5% | +103.9% | -88.4% | +18.0% |
| All | +76.4% | +645.4% | -569.0% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling