-25.1%
TGT vs IJR
+39.9%
-65.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.4% |
| 7D | -5.2% | -2.2% | -3.1% | -3.5% |
| 30D | +1.2% | -4.6% | +5.8% | +5.2% |
| 3M | +18.4% | +0.2% | +18.2% | +18.0% |
| 6M | +33.4% | +14.7% | +18.7% | +18.5% |
| YTD | +63.8% | +18.9% | +44.9% | +40.8% |
| 1Y | +77.2% | +19.9% | +57.2% | +51.0% |
| 3Y | +41.8% | +53.0% | -11.2% | -3.1% |
| All | -25.1% | +39.9% | -65.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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