+213.7%
ICE vs BND
+15.0%
+198.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -2.4% | -1.0% | -1.4% | -1.6% |
| 30D | +4.0% | -1.1% | +5.1% | +4.9% |
| 3M | +13.7% | -1.9% | +15.5% | +15.3% |
| 6M | +0.9% | -1.6% | +2.6% | +2.2% |
| YTD | -2.1% | -1.2% | -0.9% | -1.2% |
| 1Y | -9.5% | -0.7% | -8.8% | -9.0% |
| 3Y | +42.1% | +12.5% | +29.6% | +30.4% |
| 5Y | +41.4% | -2.5% | +43.9% | +41.7% |
| All | +213.7% | +15.0% | +198.7% | +263.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling