+401.9%
IBM vs BND
+74.6%
+327.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.6% | -1.4% | +3.0% | +1.3% |
| 30D | +9.2% | +0.6% | +8.6% | +9.3% |
| 3M | +4.9% | -1.6% | +6.5% | +4.6% |
| 6M | +16.8% | -1.5% | +18.3% | +16.4% |
| YTD | -14.3% | -1.5% | -12.8% | -14.5% |
| 1Y | -16.7% | -1.1% | -15.6% | -16.9% |
| 3Y | +82.2% | +13.6% | +68.6% | +88.0% |
| 5Y | +149.9% | -1.8% | +151.8% | +142.9% |
| 10Y | +142.6% | +17.0% | +125.6% | +165.7% |
| All | +401.9% | +74.6% | +327.3% | +615.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling