+130.4%
TLT vs IVV
+1,189.0%
-1,058.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | +0.1% | -2.7% | +2.8% | -0.5% |
| 30D | +6.2% | -5.4% | +11.6% | +4.9% |
| 3M | -0.3% | -4.1% | +3.7% | -1.3% |
| 6M | -3.4% | +0.7% | -4.1% | -3.1% |
| YTD | -3.1% | +8.7% | -11.9% | -1.1% |
| 1Y | -5.2% | +11.0% | -16.2% | -2.8% |
| 3Y | +6.5% | +75.4% | -68.9% | +23.0% |
| 5Y | -34.7% | +68.3% | -103.0% | -25.3% |
| 10Y | -17.6% | +315.5% | -333.2% | +28.2% |
| All | +130.4% | +1,189.0% | -1,058.6% | +429.0% |
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