+76.4%
BND vs IWD
+371.4%
-295.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | -0.4% | +0.6% | -0.9% | -0.4% |
| 3M | -0.6% | +7.2% | -7.9% | -0.6% |
| 6M | -1.4% | +16.2% | -17.6% | -1.4% |
| YTD | -0.2% | +23.3% | -23.6% | -0.1% |
| 1Y | +1.3% | +29.6% | -28.3% | +1.5% |
| 3Y | +13.2% | +70.5% | -57.3% | +13.6% |
| 5Y | -1.6% | +73.5% | -75.0% | -1.1% |
| 10Y | +15.5% | +198.3% | -182.8% | +17.7% |
| All | +76.4% | +371.4% | -295.0% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling