+74.8%
IVV vs TAP
-20.1%
+94.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.3% |
| 7D | -4.8% | +7.7% | -12.5% | -5.2% |
| 30D | -5.9% | +14.4% | -20.3% | -6.8% |
| 3M | -4.5% | +2.0% | -6.6% | -4.7% |
| 6M | +1.8% | +2.5% | -0.6% | +1.6% |
| YTD | +8.4% | -6.4% | +14.8% | +8.8% |
| 1Y | +9.4% | -2.3% | +11.7% | +9.0% |
| All | +74.8% | -20.1% | +94.9% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling