-12.6%
TLT vs IVZ
+43.7%
-56.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.3% |
| 7D | -3.1% | +7.6% | -10.7% | -2.7% |
| 30D | +1.0% | +4.3% | -3.3% | +1.3% |
| 3M | -2.7% | -9.3% | +6.6% | -3.2% |
| 6M | -4.1% | +5.2% | -9.4% | -3.7% |
| YTD | -5.4% | +13.4% | -18.8% | -4.3% |
| 1Y | -7.0% | +25.4% | -32.4% | -5.3% |
| 3Y | +2.8% | +152.5% | -149.7% | +11.3% |
| 5Y | -35.4% | +36.7% | -72.1% | -34.3% |
| All | -12.6% | +43.7% | -56.2% | -2.4% |
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