Abstract: The present invention relates to systems, methods, data structures and user interfaces for generating and presenting information as to how and why the book yield of an investment portfolio changed over a time interval. Dynamic book yield analysis is particularly useful for bond portfolio analysis and management. Transactions and events that occur in a financial market during a pre-specified time period and relating to a portfolio of assets are identified by a computer server. Specifically, the book yields and book values for these transactions and events are accessed from the portfolio accounting system and the data for each transaction/event are categorized according to transaction/event type (though net cash equivalents are first separated out into their own category). The categorized information is then stored in a data structure residing on the system.