+201.6%
TGT vs IWD
+203.0%
-1.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +2.6% | +2.3% | +0.4% | +0.7% |
| 30D | +4.7% | +3.6% | +1.1% | +1.7% |
| 3M | +4.6% | +2.2% | +2.4% | +2.8% |
| 6M | +34.9% | +13.0% | +21.9% | +21.3% |
| YTD | +70.9% | +26.5% | +44.4% | +39.0% |
| 1Y | +84.4% | +30.1% | +54.2% | +46.3% |
| 3Y | +69.1% | +84.9% | -15.7% | +0.6% |
| 5Y | -26.9% | +73.4% | -100.3% | -53.7% |
| All | +201.6% | +203.0% | -1.4% | +45.8% |
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