-97.1%
IRE vs TAP
-9.4%
-87.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -4.5% | +44.1% | +31.0% |
| 7D | -27.2% | +0.5% | -27.7% | -23.5% |
| 30D | -75.1% | +9.1% | -84.3% | -68.8% |
| 3M | -77.9% | -3.8% | -74.1% | -76.7% |
| 6M | -94.6% | -3.4% | -91.1% | -93.8% |
| YTD | -91.5% | -10.6% | -80.9% | -91.5% |
| 1Y | -97.8% | -4.4% | -93.4% | -97.8% |
| All | -97.1% | -9.4% | -87.7% | -97.1% |
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