+541.7%
IBB vs TAP
+109.3%
+432.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | +10.5% | -2.1% | +12.6% | +11.0% |
| 3M | +23.6% | +6.6% | +17.0% | +21.1% |
| 6M | +22.6% | -11.5% | +34.1% | +25.8% |
| YTD | +25.7% | -10.3% | +35.9% | +28.0% |
| 1Y | +51.4% | -14.4% | +65.8% | +55.7% |
| 3Y | +64.4% | -28.3% | +92.7% | +75.3% |
| 5Y | +22.1% | +1.7% | +20.4% | +16.4% |
| 10Y | +132.5% | -49.2% | +181.7% | +156.1% |
| All | +541.7% | +109.3% | +432.4% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling