+84.6%
TGT vs IJH
+18.2%
+66.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +12.2% | -1.5% | +13.7% | +13.1% |
| 3M | +33.8% | +0.8% | +33.0% | +32.8% |
| 6M | +39.3% | +7.6% | +31.7% | +32.7% |
| YTD | +72.9% | +15.5% | +57.4% | +52.9% |
| 1Y | +84.6% | +16.9% | +67.6% | +59.5% |
| All | +84.6% | +18.2% | +66.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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