-25.6%
TGT vs IVZ
+57.9%
-83.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -5.0% | -2.4% | -2.7% | -4.2% |
| 30D | +3.0% | +2.5% | +0.5% | +2.1% |
| 3M | +22.6% | +17.1% | +5.6% | +15.1% |
| 6M | +31.2% | +35.1% | -3.9% | +15.9% |
| YTD | +63.7% | +24.3% | +39.4% | +48.2% |
| 1Y | +78.5% | +48.7% | +29.8% | +50.0% |
| 3Y | +40.5% | +135.6% | -95.1% | -5.5% |
| 5Y | -25.6% | +60.3% | -85.9% | -46.3% |
| All | -25.6% | +57.9% | -83.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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