+134.4%
IYR vs BND
+76.6%
+57.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -2.5% | -0.4% | -2.2% | -2.4% |
| 3M | +1.5% | -0.2% | +1.7% | +1.5% |
| 6M | +3.9% | -1.2% | +5.0% | +4.1% |
| YTD | +9.5% | -0.3% | +9.8% | +9.6% |
| 1Y | +7.5% | +0.4% | +7.1% | +7.4% |
| 3Y | +30.8% | +13.4% | +17.4% | +29.1% |
| 5Y | +4.8% | -1.5% | +6.3% | -1.3% |
| 10Y | +64.3% | +15.5% | +48.9% | +71.4% |
| All | +134.4% | +76.6% | +57.8% | +313.1% |
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 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