+641.2%
ICE vs BND
+76.8%
+564.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -0.7% | -0.1% | -0.5% | -0.7% |
| 30D | +7.6% | -0.4% | +8.0% | +7.6% |
| 3M | +13.9% | -0.6% | +14.6% | +13.8% |
| 6M | -2.4% | -1.4% | -0.9% | -2.6% |
| YTD | +0.3% | -0.2% | +0.5% | +0.2% |
| 1Y | -6.4% | +1.3% | -7.7% | -6.2% |
| 3Y | +43.1% | +13.2% | +29.9% | +47.4% |
| 5Y | +42.1% | -1.6% | +43.7% | +33.3% |
| 10Y | +220.9% | +15.5% | +205.5% | +261.7% |
| All | +641.2% | +76.8% | +564.5% | +1,343.6% |
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