+4,748.5%
TGT vs IVZ
+1,090.9%
+3,657.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.4% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | +9.5% | +3.1% | +6.4% | +8.5% |
| 3M | +32.3% | +18.2% | +14.1% | +25.1% |
| 6M | +37.0% | +38.6% | -1.6% | +23.0% |
| YTD | +71.0% | +25.9% | +45.1% | +57.2% |
| 1Y | +85.0% | +51.7% | +33.4% | +60.5% |
| 3Y | +46.8% | +138.7% | -91.8% | +9.0% |
| 5Y | -22.7% | +62.8% | -85.5% | -37.2% |
| 10Y | +216.3% | +60.9% | +155.3% | +134.0% |
| All | +4,748.5% | +1,090.9% | +3,657.6% | +1,563.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling