+546.9%
IBB vs TAP
+108.4%
+438.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.9% |
| 7D | -1.8% | +0.5% | -2.4% | -2.1% |
| 30D | +5.1% | +9.1% | -4.1% | +2.4% |
| 3M | +10.7% | -3.8% | +14.5% | +11.3% |
| 6M | +22.9% | -3.4% | +26.3% | +22.9% |
| YTD | +26.7% | -10.6% | +37.3% | +28.6% |
| 1Y | +35.1% | -4.4% | +39.5% | +34.5% |
| 3Y | +80.2% | -24.4% | +104.6% | +88.9% |
| 5Y | +37.8% | +2.1% | +35.8% | +30.9% |
| 10Y | +161.2% | -48.7% | +209.9% | +185.8% |
| All | +546.9% | +108.4% | +438.5% | +311.6% |
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