+15.7%
BND vs IWD
+195.0%
-179.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.1% | -1.2% | +1.0% | -0.1% |
| 30D | -0.2% | -1.6% | +1.4% | -0.2% |
| 3M | -0.7% | +7.0% | -7.7% | -1.0% |
| 6M | -1.7% | +17.0% | -18.6% | -2.3% |
| YTD | -0.5% | +21.6% | -22.2% | -1.3% |
| 1Y | +0.4% | +28.0% | -27.6% | -0.6% |
| 3Y | +13.1% | +70.6% | -57.4% | +10.8% |
| 5Y | -2.1% | +73.3% | -75.4% | -4.3% |
| 10Y | +15.7% | +200.5% | -184.8% | +13.3% |
| All | +15.7% | +195.0% | -179.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling