+129.5%
TLT vs IVZ
+317.8%
-188.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | 0.0% |
| 7D | -1.0% | -2.8% | +1.7% | -1.2% |
| 30D | +4.1% | -2.2% | +6.3% | +4.0% |
| 3M | -0.4% | -8.1% | +7.7% | -1.0% |
| 6M | -3.2% | +3.8% | -6.9% | -2.6% |
| YTD | -3.5% | +11.5% | -15.0% | -2.2% |
| 1Y | -5.8% | +23.7% | -29.5% | -3.6% |
| 3Y | +4.6% | +145.8% | -141.2% | +15.0% |
| 5Y | -34.4% | +36.1% | -70.5% | -31.4% |
| 10Y | -11.4% | +42.4% | -53.9% | -0.9% |
| All | +129.5% | +317.8% | -188.4% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling