-11.4%
TLT vs IGV
+366.7%
-378.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | +0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -1.1% |
| 30D | +4.1% | -8.1% | +12.2% | +3.9% |
| 3M | -0.4% | -1.6% | +1.3% | -0.4% |
| 6M | -3.2% | +12.7% | -15.9% | -2.8% |
| YTD | -3.5% | -3.3% | -0.3% | -3.6% |
| 1Y | -5.8% | -7.9% | +2.1% | -6.0% |
| 3Y | +4.6% | +40.3% | -35.8% | +6.0% |
| 5Y | -34.4% | +17.3% | -51.7% | -35.4% |
| 10Y | -11.4% | +362.3% | -373.7% | +1.3% |
| All | -11.4% | +366.7% | -378.1% | +1.3% |
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