-97.8%
IRE vs TAP
-9.9%
-87.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.3% | -16.1% | -15.1% |
| 7D | -41.9% | -4.5% | -37.4% | -46.0% |
| 30D | -75.1% | +7.5% | -82.5% | -69.2% |
| 3M | -82.4% | -4.9% | -77.5% | -81.7% |
| 6M | -95.5% | -3.5% | -92.0% | -94.9% |
| YTD | -93.1% | -11.4% | -81.6% | -93.3% |
| 1Y | -97.8% | -10.8% | -87.0% | -97.8% |
| All | -97.8% | -9.9% | -87.9% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling