-24.0%
TGT vs IWD
+72.9%
-97.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +2.3% |
| 7D | +4.7% | +1.3% | +3.5% | +3.3% |
| 30D | +8.0% | +3.6% | +4.4% | +3.6% |
| 3M | +11.7% | +2.3% | +9.3% | +8.8% |
| 6M | +34.7% | +13.0% | +21.7% | +16.0% |
| YTD | +74.4% | +26.2% | +48.2% | +30.8% |
| 1Y | +89.2% | +30.5% | +58.7% | +36.0% |
| 3Y | +73.4% | +86.2% | -12.8% | -20.1% |
| 5Y | -24.0% | +72.9% | -96.9% | -61.5% |
| All | -24.0% | +72.9% | -97.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling