+128.4%
TLT vs IGV
+2,115.0%
-1,986.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.5% |
| 7D | -0.3% | -2.3% | +2.0% | -0.6% |
| 30D | +3.7% | -11.0% | +14.7% | +2.3% |
| 3M | -0.7% | -4.5% | +3.8% | -1.1% |
| 6M | -4.2% | +10.1% | -14.3% | -2.7% |
| YTD | -4.0% | -5.1% | +1.1% | -4.2% |
| 1Y | -5.8% | -10.2% | +4.4% | -6.8% |
| 3Y | +4.1% | +37.7% | -33.6% | +10.4% |
| 5Y | -34.8% | +15.7% | -50.5% | -32.9% |
| 10Y | -12.3% | +357.1% | -369.5% | +24.5% |
| All | +128.4% | +2,115.0% | -1,986.7% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling