+4.4%
TLT vs IVV
+79.8%
-75.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | +3.7% | -2.3% | +6.0% | +3.9% |
| 3M | -0.8% | -1.2% | +0.4% | -0.7% |
| 6M | -3.6% | +3.3% | -6.9% | -3.9% |
| YTD | -3.9% | +12.3% | -16.2% | -5.0% |
| 1Y | -6.2% | +12.5% | -18.7% | -7.3% |
| All | +4.4% | +79.8% | -75.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling