+112.0%
IBM vs BND
-1.5%
+113.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | -16.8% | -0.2% | -16.5% | -16.7% |
| 6M | -9.0% | -1.2% | -7.9% | -8.7% |
| YTD | -20.1% | -0.3% | -19.7% | -20.0% |
| 1Y | -7.0% | +0.4% | -7.4% | -7.1% |
| 3Y | +72.4% | +13.4% | +59.0% | +67.1% |
| 5Y | +112.0% | -1.5% | +113.5% | +101.9% |
| All | +112.0% | -1.5% | +113.5% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling