-25.1%
TGT vs IWF
+73.7%
-98.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -5.2% | -0.9% | -4.3% | -4.7% |
| 30D | +1.2% | -1.7% | +2.9% | +2.2% |
| 3M | +18.4% | +0.7% | +17.7% | +17.2% |
| 6M | +33.4% | +8.6% | +24.9% | +25.1% |
| YTD | +63.8% | +3.5% | +60.3% | +58.4% |
| 1Y | +77.2% | +7.0% | +70.1% | +67.0% |
| 3Y | +41.8% | +76.3% | -34.6% | -9.9% |
| All | -25.1% | +73.7% | -98.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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