+166.4%
IWM vs TGT
+207.4%
-41.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -5.2% | +2.8% | -0.8% |
| 30D | -4.6% | +1.2% | -5.8% | -5.0% |
| 3M | -0.3% | +18.4% | -18.7% | -5.7% |
| 6M | +14.7% | +33.4% | -18.7% | +4.3% |
| YTD | +17.8% | +63.8% | -46.0% | +0.2% |
| 1Y | +21.2% | +77.2% | -55.9% | +0.3% |
| 3Y | +62.3% | +41.8% | +20.6% | +38.0% |
| 5Y | +38.7% | -25.5% | +64.3% | +40.4% |
| All | +166.4% | +207.4% | -41.0% | +79.9% |
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