+753.8%
IWM vs TGT
+773.5%
-19.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.4% | +2.6% | -1.2% | +0.5% |
| 30D | +2.3% | +4.7% | -2.4% | +0.5% |
| 3M | -8.3% | +4.6% | -12.9% | -10.2% |
| 6M | -1.3% | +34.9% | -36.2% | -12.4% |
| YTD | +13.5% | +70.9% | -57.4% | -8.2% |
| 1Y | +18.4% | +84.4% | -66.0% | -7.1% |
| 3Y | +69.6% | +69.1% | +0.5% | +30.8% |
| 5Y | +23.3% | -26.9% | +50.2% | +25.9% |
| 10Y | +147.0% | +207.6% | -60.7% | +36.0% |
| All | +753.8% | +773.5% | -19.7% | +187.5% |
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