-33.3%
TLT vs IVV
+82.6%
-115.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | -2.7% | +2.0% | -4.7% | -2.9% |
| 6M | -5.6% | +13.0% | -18.7% | -6.5% |
| YTD | -2.8% | +13.6% | -16.4% | -3.7% |
| 1Y | -1.4% | +20.1% | -21.5% | -2.7% |
| 3Y | -1.6% | +77.6% | -79.2% | -5.7% |
| All | -33.3% | +82.6% | -115.9% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling