+503.6%
IBKR vs TGT
-25.8%
+529.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -5.2% | +3.9% | -0.2% |
| 30D | -0.2% | +1.2% | -1.4% | -0.7% |
| 3M | +3.0% | +18.4% | -15.4% | -1.2% |
| 6M | +33.9% | +33.4% | +0.4% | +24.7% |
| YTD | +42.5% | +63.8% | -21.3% | +26.5% |
| 1Y | +44.9% | +77.2% | -32.3% | +26.2% |
| 3Y | +293.0% | +41.8% | +251.2% | +242.5% |
| All | +503.6% | -25.8% | +529.4% | +516.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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