+131.2%
TLT vs IVV
+1,246.6%
-1,115.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 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% | -2.3% |
| 6M | -5.6% | +13.0% | -18.7% | -2.8% |
| YTD | -2.8% | +13.6% | -16.4% | +0.2% |
| 1Y | -1.4% | +20.1% | -21.5% | +3.0% |
| 3Y | -1.6% | +77.6% | -79.2% | +13.8% |
| 5Y | -33.8% | +82.5% | -116.3% | -22.6% |
| 10Y | -21.1% | +316.5% | -337.7% | +22.4% |
| All | +131.2% | +1,246.6% | -1,115.4% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling