-97.3%
IRE vs TAP
-10.9%
-86.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.8% | +10.7% |
| 7D | -15.1% | -8.0% | -7.1% | -26.9% |
| 30D | -71.4% | +4.1% | -75.4% | -67.0% |
| 3M | -81.2% | -4.4% | -76.8% | -80.3% |
| 6M | -93.7% | -1.9% | -91.8% | -92.7% |
| YTD | -92.2% | -12.1% | -80.2% | -92.4% |
| 1Y | -97.3% | -12.0% | -85.2% | -97.3% |
| All | -97.3% | -10.9% | -86.5% | -97.4% |
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 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