+85.4%
IBB vs TAP
-22.2%
+107.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +4.6% | +5.7% | -1.2% | +3.6% |
| 3M | +6.8% | -1.9% | +8.7% | +7.0% |
| 6M | +23.1% | +0.9% | +22.2% | +22.5% |
| YTD | +26.0% | -9.5% | +35.5% | +27.4% |
| 1Y | +30.4% | -9.0% | +39.3% | +31.4% |
| 3Y | +85.4% | -22.2% | +107.7% | +90.3% |
| All | +85.4% | -22.2% | +107.6% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling