-16.6%
TLT vs IVV
+309.7%
-326.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | -0.2% |
| 30D | +6.2% | -5.4% | +11.6% | +5.5% |
| 3M | +0.1% | -4.1% | +4.1% | -0.4% |
| 6M | -3.0% | +0.7% | -3.7% | -2.8% |
| YTD | -2.7% | +8.7% | -11.5% | -1.6% |
| 1Y | -4.8% | +11.0% | -15.8% | -3.5% |
| 3Y | +6.9% | +75.4% | -68.5% | +16.6% |
| 5Y | -34.5% | +68.3% | -102.8% | -29.5% |
| All | -16.6% | +309.7% | -326.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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