+143.8%
IBM vs BND
+15.0%
+128.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | +3.1% | -1.1% | +4.2% | +3.5% |
| 3M | -10.8% | -1.9% | -9.0% | -10.3% |
| 6M | -0.8% | -1.6% | +0.8% | -0.3% |
| YTD | -16.2% | -1.2% | -15.0% | -15.9% |
| 1Y | -2.9% | -0.7% | -2.1% | -2.6% |
| 3Y | +79.8% | +12.5% | +67.3% | +74.6% |
| 5Y | +124.9% | -2.5% | +127.4% | +124.7% |
| All | +143.8% | +15.0% | +128.8% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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