+357.1%
IGV vs TAP
-48.8%
+406.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | -4.5% | +2.2% | -1.6% |
| 30D | -11.0% | +7.5% | -18.4% | -12.1% |
| 3M | -4.5% | -4.9% | +0.4% | -4.0% |
| 6M | +10.1% | -3.5% | +13.6% | +10.2% |
| YTD | -5.1% | -11.4% | +6.4% | -4.1% |
| 1Y | -10.2% | -10.8% | +0.6% | -9.5% |
| 3Y | +37.7% | -24.5% | +62.2% | +41.8% |
| 5Y | +15.7% | +2.5% | +13.2% | +11.2% |
| 10Y | +357.1% | -47.6% | +404.7% | +379.7% |
| All | +357.1% | -48.8% | +406.0% | +379.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling