-19.8%
TLT vs IGV
+356.9%
-376.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.3% | -1.5% | +1.3% | -0.3% |
| 30D | 0.0% | -3.0% | +3.0% | -0.1% |
| 3M | -2.9% | +9.6% | -12.4% | -2.6% |
| 6M | -6.3% | +16.1% | -22.4% | -5.9% |
| YTD | -3.3% | -3.6% | +0.3% | -3.4% |
| 1Y | -4.2% | -7.8% | +3.6% | -4.4% |
| 3Y | -1.7% | +40.0% | -41.6% | -0.4% |
| 5Y | -34.9% | +21.2% | -56.1% | -35.6% |
| 10Y | -19.8% | +364.4% | -384.2% | -8.7% |
| All | -19.8% | +356.9% | -376.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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