+307.4%
IVV vs TGT
+215.7%
+91.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.6% | +5.5% | -6.1% | -1.8% |
| 30D | -3.7% | +6.0% | -9.7% | -5.1% |
| 3M | -2.7% | +8.0% | -10.7% | -4.8% |
| 6M | +2.2% | +32.3% | -30.1% | -5.1% |
| YTD | +10.9% | +71.3% | -60.4% | -3.8% |
| 1Y | +11.3% | +86.8% | -75.5% | -5.6% |
| 3Y | +76.9% | +67.9% | +9.0% | +47.0% |
| 5Y | +73.5% | -25.1% | +98.5% | +75.4% |
| 10Y | +307.4% | +211.8% | +95.6% | +193.4% |
| All | +307.4% | +215.7% | +91.7% | +193.4% |
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