-22.7%
TGT vs IWD
+73.8%
-96.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.1% |
| 7D | -0.6% | -0.2% | -0.5% | -0.5% |
| 30D | +9.5% | -0.8% | +10.3% | +10.6% |
| 3M | +32.3% | +8.0% | +24.2% | +20.5% |
| 6M | +37.0% | +18.2% | +18.8% | +11.6% |
| YTD | +71.0% | +22.3% | +48.7% | +33.3% |
| 1Y | +85.0% | +28.9% | +56.1% | +35.4% |
| 3Y | +46.8% | +71.5% | -24.7% | -24.4% |
| 5Y | -22.7% | +73.6% | -96.3% | -60.3% |
| All | -22.7% | +73.8% | -96.6% | -60.3% |
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 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