+23.8%
IWM vs TGT
-27.7%
+51.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | +2.3% | +4.7% | -2.4% | +0.9% |
| 3M | -8.3% | +4.6% | -12.9% | -9.8% |
| 6M | -1.3% | +34.9% | -36.2% | -10.3% |
| YTD | +13.5% | +70.9% | -57.4% | -4.5% |
| 1Y | +18.4% | +84.4% | -66.0% | -2.9% |
| 3Y | +69.6% | +69.1% | +0.5% | +35.2% |
| All | +23.8% | -27.7% | +51.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling