+396.9%
IBM vs BND
+74.8%
+322.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.5% |
| 7D | -0.3% | -1.4% | +1.1% | -0.5% |
| 30D | +6.8% | +0.8% | +5.9% | +6.9% |
| 3M | +4.4% | -1.2% | +5.6% | +4.2% |
| 6M | +13.2% | -1.4% | +14.6% | +12.9% |
| YTD | -15.1% | -1.3% | -13.8% | -15.3% |
| 1Y | -20.2% | -1.2% | -18.9% | -20.4% |
| 3Y | +79.3% | +13.7% | +65.6% | +85.0% |
| 5Y | +147.5% | -1.7% | +149.2% | +140.5% |
| 10Y | +140.2% | +17.2% | +123.0% | +163.1% |
| All | +396.9% | +74.8% | +322.1% | +608.7% |
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