-83.7%
IRE vs TAP
-9.0%
-74.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +13.7% |
| 7D | +54.8% | -2.3% | +57.1% | +49.5% |
| 30D | +18.4% | -2.1% | +20.5% | +15.4% |
| 3M | -66.7% | +6.6% | -73.3% | -61.1% |
| 6M | -52.3% | -11.5% | -40.8% | -57.0% |
| YTD | -52.3% | -10.3% | -42.1% | -56.7% |
| All | -83.7% | -9.0% | -74.6% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling