+322.1%
IVV vs BND
+15.6%
+306.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -1.4% | -0.2% | -1.1% | -1.3% |
| 3M | +3.7% | -0.7% | +4.4% | +4.1% |
| 6M | +13.0% | -1.7% | +14.7% | +14.0% |
| YTD | +12.4% | -0.5% | +13.0% | +12.8% |
| 1Y | +18.6% | +0.4% | +18.2% | +18.5% |
| 3Y | +78.1% | +13.1% | +64.9% | +68.0% |
| 5Y | +82.3% | -2.1% | +84.4% | +78.8% |
| 10Y | +322.1% | +15.7% | +306.4% | +347.8% |
| All | +322.1% | +15.6% | +306.5% | +347.8% |
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