+48.0%
IEFA vs TAP
+0.6%
+47.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +1.1% | +5.7% | -4.7% | 0.0% |
| 3M | -4.3% | -1.9% | -2.4% | -4.2% |
| 6M | +1.4% | +0.9% | +0.4% | +0.8% |
| YTD | +10.1% | -9.5% | +19.6% | +11.2% |
| 1Y | +12.9% | -9.0% | +21.9% | +13.8% |
| 3Y | +65.8% | -22.2% | +88.0% | +70.8% |
| All | +48.0% | +0.6% | +47.4% | +41.0% |
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