-5.9%
TLT vs IGV
-10.7%
+4.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.5% |
| 30D | -1.3% | -2.6% | +1.3% | -1.3% |
| 3M | -3.7% | +10.5% | -14.3% | -3.9% |
| 6M | -6.4% | +18.2% | -24.5% | -6.7% |
| YTD | -4.5% | -4.2% | -0.2% | -5.0% |
| 1Y | -5.9% | -9.8% | +4.0% | -7.0% |
| All | -5.9% | -10.7% | +4.8% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling