+55.4%
IOT vs TAP
-0.4%
+55.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | -4.5% | -3.9% | -0.7% | -3.8% |
| 30D | -2.4% | -5.3% | +2.8% | -1.5% |
| 3M | +19.0% | -3.8% | +22.7% | +19.9% |
| 6M | +19.6% | -11.4% | +31.0% | +22.1% |
| YTD | +8.3% | -13.7% | +22.0% | +10.5% |
| 1Y | -0.8% | -17.2% | +16.4% | +2.1% |
| 3Y | +24.4% | -33.1% | +57.5% | +33.2% |
| All | +55.4% | -0.4% | +55.8% | +66.3% |
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