-1.1%
TLT vs IVZ
+140.4%
-141.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | -0.3% | +3.1% | -3.4% | -0.5% |
| 3M | -1.7% | +18.2% | -19.9% | -3.0% |
| 6M | -4.9% | +38.6% | -43.5% | -7.3% |
| YTD | -2.8% | +25.9% | -28.7% | -4.7% |
| 1Y | -4.2% | +51.7% | -55.9% | -7.5% |
| 3Y | -1.1% | +138.7% | -139.8% | -13.6% |
| All | -1.1% | +140.4% | -141.5% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling