+72.4%
IBM vs BND
+13.3%
+59.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -1.5% | -0.4% | -1.1% | -1.3% |
| 3M | -16.8% | -0.2% | -16.5% | -16.7% |
| 6M | -9.0% | -1.2% | -7.9% | -8.4% |
| YTD | -20.1% | -0.3% | -19.7% | -19.9% |
| 1Y | -7.0% | +0.4% | -7.4% | -7.1% |
| 3Y | +72.4% | +13.4% | +59.0% | +58.1% |
| All | +72.4% | +13.3% | +59.1% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling