+131.2%
TLT vs IGV
+2,208.7%
-2,077.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | -0.1% |
| 7D | -0.4% | -4.5% | +4.1% | -1.0% |
| 30D | -0.6% | +3.2% | -3.8% | -0.1% |
| 3M | -2.7% | +4.5% | -7.3% | -2.0% |
| 6M | -5.6% | +22.1% | -27.7% | -2.8% |
| YTD | -2.8% | -1.0% | -1.7% | -2.6% |
| 1Y | -1.4% | -2.1% | +0.7% | -1.3% |
| 3Y | -1.6% | +44.6% | -46.2% | +5.0% |
| 5Y | -33.8% | +22.2% | -56.0% | -31.3% |
| 10Y | -21.1% | +364.7% | -385.9% | +11.9% |
| All | +131.2% | +2,208.7% | -2,077.4% | +381.2% |
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