+22.4%
IBB vs TAP
+2.2%
+20.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.4% | -2.3% | +3.7% | +1.8% |
| 30D | +10.5% | -2.1% | +12.6% | +10.8% |
| 3M | +23.6% | +6.6% | +17.0% | +21.9% |
| 6M | +22.6% | -11.5% | +34.1% | +25.0% |
| YTD | +25.7% | -10.3% | +35.9% | +27.3% |
| 1Y | +51.4% | -14.4% | +65.8% | +54.6% |
| 3Y | +64.4% | -28.3% | +92.7% | +72.8% |
| All | +22.4% | +2.2% | +20.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling