+1,148.9%
IJR vs TAP
+133.2%
+1,015.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +0.6% |
| 7D | +0.9% | -2.3% | +3.2% | +1.7% |
| 30D | -3.1% | -9.4% | +6.3% | -0.1% |
| 3M | +4.4% | -0.8% | +5.2% | +4.2% |
| 6M | +16.1% | -14.7% | +30.9% | +21.5% |
| YTD | +20.6% | -13.9% | +34.5% | +25.2% |
| 1Y | +22.9% | -18.6% | +41.5% | +29.6% |
| 3Y | +55.2% | -32.0% | +87.2% | +71.7% |
| 5Y | +41.1% | -1.0% | +42.1% | +34.9% |
| 10Y | +167.0% | -51.4% | +218.3% | +202.8% |
| All | +1,148.9% | +133.2% | +1,015.7% | +814.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling