+121.6%
IBB vs TAP
-52.1%
+173.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.3% |
| 7D | -1.7% | -2.3% | +0.7% | -1.2% |
| 30D | +4.9% | -9.4% | +14.3% | +6.9% |
| 3M | +24.2% | -0.8% | +25.0% | +24.0% |
| 6M | +23.8% | -14.7% | +38.6% | +27.4% |
| YTD | +23.0% | -13.9% | +36.9% | +25.8% |
| 1Y | +46.2% | -18.6% | +64.8% | +51.1% |
| 3Y | +64.8% | -32.0% | +96.8% | +75.8% |
| 5Y | +20.9% | -1.0% | +21.9% | +17.4% |
| 10Y | +121.6% | -51.4% | +172.9% | +133.1% |
| All | +121.6% | -52.1% | +173.6% | +133.1% |
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