+126.1%
TLT vs IGV
+2,139.8%
-2,013.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | -2.7% | +2.5% | -5.2% | -2.4% |
| 30D | +2.2% | -8.6% | +10.7% | +1.1% |
| 3M | -1.7% | -1.6% | -0.2% | -1.8% |
| 6M | -4.0% | +13.4% | -17.4% | -2.0% |
| YTD | -4.9% | -4.0% | -1.0% | -5.0% |
| 1Y | -7.4% | -7.6% | +0.2% | -7.9% |
| 3Y | +3.0% | +39.3% | -36.2% | +9.5% |
| 5Y | -35.1% | +14.5% | -49.6% | -33.3% |
| 10Y | -12.7% | +358.7% | -371.5% | +23.9% |
| All | +126.1% | +2,139.8% | -2,013.7% | +369.1% |
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