+76.2%
BND vs IVZ
+180.8%
-104.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | -0.4% | +3.1% | -3.4% | -0.3% |
| 3M | -0.2% | +18.2% | -18.4% | -0.1% |
| 6M | -1.2% | +38.6% | -39.8% | -1.0% |
| YTD | -0.3% | +25.9% | -26.2% | -0.2% |
| 1Y | +0.4% | +51.7% | -51.3% | +0.7% |
| 3Y | +13.4% | +138.7% | -125.3% | +14.1% |
| 5Y | -1.5% | +62.8% | -64.3% | -1.2% |
| 10Y | +15.5% | +60.9% | -45.5% | +16.1% |
| All | +76.2% | +180.8% | -104.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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