+75.8%
BND vs ITW
+699.5%
-623.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -0.1% | -1.9% | +1.8% | -0.1% |
| 30D | -0.2% | -10.4% | +10.1% | -0.3% |
| 3M | -0.7% | +3.5% | -4.2% | -0.7% |
| 6M | -1.7% | -3.4% | +1.7% | -1.7% |
| YTD | -0.5% | +8.5% | -9.0% | -0.5% |
| 1Y | +0.4% | +3.2% | -2.9% | +0.4% |
| 3Y | +13.1% | +18.9% | -5.7% | +13.3% |
| 5Y | -2.1% | +35.0% | -37.1% | -1.8% |
| 10Y | +15.7% | +188.6% | -172.9% | +18.4% |
| All | +75.8% | +699.5% | -623.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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