+786.9%
TGT vs IWD
+726.5%
+60.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.9% |
| 7D | +0.8% | -0.3% | +1.0% | +1.0% |
| 30D | +12.2% | +0.6% | +11.6% | +11.6% |
| 3M | +33.8% | +7.2% | +26.6% | +25.5% |
| 6M | +39.3% | +16.2% | +23.1% | +21.3% |
| YTD | +72.9% | +23.3% | +49.5% | +42.5% |
| 1Y | +84.6% | +29.6% | +55.0% | +45.7% |
| 3Y | +46.2% | +70.5% | -24.2% | -9.1% |
| 5Y | -21.3% | +73.5% | -94.8% | -51.1% |
| 10Y | +213.5% | +198.3% | +15.2% | +15.6% |
| All | +786.9% | +726.5% | +60.4% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling