-2.5%
BND vs IWF
+71.2%
-73.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | -1.0% | -1.8% | +0.9% | -0.9% |
| 3M | -1.2% | +1.5% | -2.7% | -1.3% |
| 6M | -2.0% | +7.7% | -9.7% | -2.4% |
| YTD | -1.2% | +2.7% | -3.9% | -1.4% |
| 1Y | -0.5% | +6.8% | -7.2% | -0.9% |
| 3Y | +12.4% | +76.9% | -64.4% | +8.0% |
| 5Y | -2.5% | +73.4% | -75.9% | -7.7% |
| All | -2.5% | +71.2% | -73.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 5y: compounded portfolio wealth divided by compounded IWF 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…
5y analysis · Full analysis span regression · 6 months rolling