+210.0%
TGT vs IWD
+205.2%
+4.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.2% |
| 7D | +0.5% | -0.6% | +1.0% | +1.0% |
| 30D | +6.7% | +3.6% | +3.1% | +3.5% |
| 3M | +8.4% | +2.7% | +5.8% | +6.1% |
| 6M | +40.7% | +13.2% | +27.5% | +26.3% |
| YTD | +72.2% | +26.8% | +45.5% | +39.8% |
| 1Y | +86.2% | +29.3% | +56.9% | +48.6% |
| 3Y | +68.8% | +85.1% | -16.3% | +0.3% |
| 5Y | -25.2% | +74.2% | -99.4% | -52.8% |
| 10Y | +210.0% | +204.6% | +5.4% | +48.3% |
| All | +210.0% | +205.2% | +4.8% | +48.3% |
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