+4,722.1%
TGT vs IRM
+9,964.6%
-5,242.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.2% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | +12.2% | -8.1% | +20.3% | +14.7% |
| 3M | +33.8% | -9.7% | +43.5% | +37.1% |
| 6M | +39.3% | +10.0% | +29.3% | +34.5% |
| YTD | +72.9% | +43.0% | +29.9% | +54.4% |
| 1Y | +84.6% | +32.7% | +51.9% | +67.6% |
| 3Y | +46.2% | +102.7% | -56.5% | +15.9% |
| 5Y | -21.3% | +187.6% | -208.9% | -43.7% |
| 10Y | +213.5% | +420.1% | -206.6% | +82.8% |
| All | +4,722.1% | +9,964.6% | -5,242.5% | +1,468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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