+776.1%
IVV vs TGT
+709.2%
+66.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.1% | +12.2% | -12.1% | -3.6% |
| 3M | +2.0% | +33.8% | -31.8% | -7.3% |
| 6M | +13.0% | +39.3% | -26.3% | +1.1% |
| YTD | +13.6% | +72.9% | -59.3% | -5.4% |
| 1Y | +20.1% | +84.6% | -64.5% | -2.4% |
| 3Y | +77.6% | +46.2% | +31.4% | +47.9% |
| 5Y | +82.5% | -21.3% | +103.8% | +80.4% |
| 10Y | +316.5% | +213.5% | +103.0% | +143.3% |
| All | +776.1% | +709.2% | +66.9% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling