+15.4%
IWM vs TGT
+81.4%
-66.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +2.8% | +2.6% | +0.2% | +2.4% |
| 30D | +0.6% | +6.6% | -6.0% | -0.3% |
| 3M | -7.8% | +5.2% | -13.0% | -8.5% |
| 6M | -1.0% | +35.3% | -36.3% | -5.7% |
| YTD | +13.9% | +70.3% | -56.4% | +2.9% |
| 1Y | +15.4% | +81.2% | -65.7% | +1.8% |
| All | +15.4% | +81.4% | -66.0% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling