-20.8%
TLT vs IVZ
+64.1%
-84.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.7% |
| 30D | -1.3% | +2.5% | -3.8% | -1.2% |
| 3M | -3.7% | +17.1% | -20.8% | -2.7% |
| 6M | -6.4% | +35.1% | -41.5% | -4.4% |
| YTD | -4.5% | +24.3% | -28.8% | -2.9% |
| 1Y | -5.9% | +48.7% | -54.5% | -3.1% |
| 3Y | -2.8% | +135.6% | -138.4% | +4.2% |
| 5Y | -35.1% | +60.3% | -95.4% | -32.8% |
| All | -20.8% | +64.1% | -84.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling