-11.8%
TLT vs IGV
+366.7%
-378.5%
-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 | +3.7% | -8.1% | +11.8% | +3.5% |
| 3M | -0.8% | -1.6% | +0.9% | -0.8% |
| 6M | -3.6% | +12.7% | -16.3% | -3.2% |
| YTD | -3.9% | -3.3% | -0.7% | -4.0% |
| 1Y | -6.2% | -7.9% | +1.7% | -6.4% |
| 3Y | +4.2% | +40.3% | -36.2% | +5.6% |
| 5Y | -34.7% | +17.3% | -52.0% | -35.6% |
| 10Y | -11.8% | +362.3% | -374.1% | +0.9% |
| All | -11.8% | +366.7% | -378.5% | +0.9% |
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