+128.5%
TLT vs IVV
+1,231.5%
-1,103.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -1.2% |
| 30D | +3.7% | -2.3% | +6.0% | +3.1% |
| 3M | -0.8% | -1.2% | +0.4% | -1.0% |
| 6M | -3.6% | +3.3% | -6.9% | -2.8% |
| YTD | -3.9% | +12.3% | -16.2% | -1.2% |
| 1Y | -6.2% | +12.5% | -18.7% | -3.5% |
| 3Y | +4.2% | +79.2% | -75.0% | +20.8% |
| 5Y | -34.7% | +75.6% | -110.3% | -24.4% |
| 10Y | -11.8% | +313.4% | -325.2% | +36.7% |
| All | +128.5% | +1,231.5% | -1,103.0% | +428.7% |
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