+6.1%
IYR vs BND
-2.6%
+8.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -2.8% | -0.9% | -1.9% | -1.7% |
| 30D | -2.5% | -1.0% | -1.6% | -1.3% |
| 3M | -3.0% | -1.2% | -1.7% | -1.4% |
| 6M | +1.6% | -2.0% | +3.6% | +4.3% |
| YTD | +7.3% | -1.2% | +8.5% | +9.0% |
| 1Y | +5.6% | -0.5% | +6.1% | +6.3% |
| 3Y | +28.1% | +12.4% | +15.7% | +12.0% |
| 5Y | +6.1% | -2.5% | +8.6% | -1.5% |
| All | +6.1% | -2.6% | +8.7% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling