+208.2%
TGT vs IWD
+195.0%
+13.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -3.6% | -1.2% | -2.4% | -2.6% |
| 30D | +4.4% | -1.6% | +6.1% | +6.0% |
| 3M | +25.4% | +7.0% | +18.4% | +18.1% |
| 6M | +33.4% | +17.0% | +16.4% | +16.1% |
| YTD | +65.6% | +21.6% | +44.0% | +39.2% |
| 1Y | +80.3% | +28.0% | +52.3% | +45.2% |
| 3Y | +42.1% | +70.6% | -28.4% | -9.4% |
| 5Y | -25.0% | +73.3% | -98.3% | -52.1% |
| 10Y | +208.2% | +200.5% | +7.7% | +34.7% |
| All | +208.2% | +195.0% | +13.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling