+166.7%
IJR vs TAP
-50.5%
+217.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.3% | -5.3% | +2.9% | -0.4% |
| 30D | -4.7% | -7.4% | +2.7% | -2.2% |
| 3M | +2.1% | -4.9% | +7.1% | +3.5% |
| 6M | +13.9% | -14.2% | +28.1% | +19.4% |
| YTD | +18.2% | -14.8% | +33.1% | +23.6% |
| 1Y | +21.8% | -18.1% | +39.9% | +28.8% |
| 3Y | +52.2% | -32.7% | +84.9% | +70.8% |
| 5Y | +40.1% | -0.5% | +40.6% | +31.0% |
| All | +166.7% | -50.5% | +217.2% | +163.0% |
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 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