+777.5%
TGT vs IWF
+724.4%
+53.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.8% |
| 7D | -0.6% | +1.5% | -2.1% | -1.8% |
| 30D | +9.5% | -1.3% | +10.8% | +10.5% |
| 3M | +32.3% | +0.1% | +32.1% | +31.0% |
| 6M | +37.0% | +10.3% | +26.8% | +25.2% |
| YTD | +71.0% | +4.2% | +66.9% | +63.1% |
| 1Y | +85.0% | +9.3% | +75.7% | +69.3% |
| 3Y | +46.8% | +79.3% | -32.5% | -12.2% |
| 5Y | -22.7% | +73.8% | -96.5% | -53.0% |
| 10Y | +216.3% | +410.9% | -194.6% | -26.9% |
| All | +777.5% | +724.4% | +53.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling