-11.4%
TLT vs IVV
+314.2%
-325.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | +0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -1.1% |
| 30D | +4.1% | -2.3% | +6.5% | +3.8% |
| 3M | -0.4% | -1.2% | +0.8% | -0.5% |
| 6M | -3.2% | +3.3% | -6.5% | -2.7% |
| YTD | -3.5% | +12.3% | -15.8% | -2.1% |
| 1Y | -5.8% | +12.5% | -18.3% | -4.4% |
| 3Y | +4.6% | +79.2% | -74.6% | +14.1% |
| 5Y | -34.4% | +75.6% | -110.0% | -29.1% |
| 10Y | -11.4% | +313.4% | -324.8% | +24.1% |
| All | -11.4% | +314.2% | -325.6% | +24.1% |
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