+55.6%
IOT vs TAP
-1.6%
+57.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | -5.3% | +4.5% | +0.2% |
| 30D | -4.7% | -7.4% | +2.7% | -3.3% |
| 3M | +17.8% | -4.9% | +22.7% | +18.9% |
| 6M | +16.8% | -14.2% | +31.0% | +20.0% |
| YTD | +8.4% | -14.8% | +23.3% | +11.0% |
| 1Y | -0.8% | -18.1% | +17.3% | +2.3% |
| 3Y | +25.7% | -32.7% | +58.5% | +34.2% |
| All | +55.6% | -1.6% | +57.3% | +67.0% |
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