+373.8%
IBM vs BND
+76.8%
+297.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | +0.3% | -0.4% | +0.6% | +0.2% |
| 3M | -21.6% | -0.6% | -21.0% | -21.7% |
| 6M | -4.7% | -1.4% | -3.3% | -5.0% |
| YTD | -19.1% | -0.2% | -18.9% | -19.1% |
| 1Y | -2.5% | +1.3% | -3.8% | -2.3% |
| 3Y | +74.2% | +13.2% | +61.0% | +79.1% |
| 5Y | +113.1% | -1.6% | +114.7% | +106.7% |
| 10Y | +133.5% | +15.5% | +118.1% | +150.9% |
| All | +373.8% | +76.8% | +297.0% | +577.1% |
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 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