+130.6%
IBB vs TAP
-48.8%
+179.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.8% | -4.5% | +5.3% | +1.7% |
| 30D | +5.2% | +7.5% | -2.3% | +3.4% |
| 3M | +8.6% | -4.9% | +13.5% | +9.3% |
| 6M | +27.8% | -3.5% | +31.3% | +27.9% |
| YTD | +28.8% | -11.4% | +40.2% | +30.7% |
| 1Y | +36.4% | -10.8% | +47.2% | +38.0% |
| 3Y | +89.3% | -24.5% | +113.8% | +97.1% |
| 5Y | +43.3% | +2.5% | +40.8% | +38.0% |
| 10Y | +130.6% | -47.6% | +178.2% | +137.5% |
| All | +130.6% | -48.8% | +179.5% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling