-34.8%
TLT vs IVZ
+37.2%
-72.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | +2.2% | -2.4% | -0.4% |
| 30D | +3.7% | -2.2% | +5.9% | +3.8% |
| 3M | -0.7% | -8.4% | +7.8% | -0.3% |
| 6M | -4.2% | +6.2% | -10.4% | -4.6% |
| YTD | -4.0% | +12.4% | -16.4% | -4.8% |
| 1Y | -5.8% | +26.0% | -31.8% | -7.2% |
| 3Y | +4.1% | +147.9% | -143.8% | -1.6% |
| 5Y | -34.8% | +38.8% | -73.6% | -41.9% |
| All | -34.8% | +37.2% | -72.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling