+76.2%
BND vs IWF
+972.8%
-896.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | -0.4% | -1.3% | +0.9% | -0.4% |
| 3M | -0.2% | +0.1% | -0.4% | -0.2% |
| 6M | -1.2% | +10.3% | -11.4% | -1.2% |
| YTD | -0.3% | +4.2% | -4.5% | -0.3% |
| 1Y | +0.4% | +9.3% | -8.9% | +0.4% |
| 3Y | +13.4% | +79.3% | -65.9% | +13.4% |
| 5Y | -1.5% | +73.8% | -75.3% | -1.7% |
| 10Y | +15.5% | +410.9% | -395.4% | +19.3% |
| All | +76.2% | +972.8% | -896.6% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling