+322.1%
IVV vs TGT
+208.0%
+114.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | -0.4% | -3.6% | +3.2% | +0.5% |
| 30D | -1.4% | +4.4% | -5.8% | -2.5% |
| 3M | +3.7% | +25.4% | -21.7% | -2.2% |
| 6M | +13.0% | +33.4% | -20.3% | +4.8% |
| YTD | +12.4% | +65.6% | -53.1% | -1.5% |
| 1Y | +18.6% | +80.3% | -61.7% | +1.5% |
| 3Y | +78.1% | +42.1% | +35.9% | +54.9% |
| 5Y | +82.3% | -25.0% | +107.3% | +84.2% |
| 10Y | +322.1% | +208.2% | +113.9% | +201.4% |
| All | +322.1% | +208.0% | +114.1% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling