+735.8%
IVV vs TAP
+170.5%
+565.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | -4.8% | +7.7% | -12.5% | -6.8% |
| 30D | -5.9% | +14.4% | -20.3% | -9.6% |
| 3M | -4.5% | +2.0% | -6.6% | -5.5% |
| 6M | +1.8% | +2.5% | -0.6% | +0.3% |
| YTD | +8.4% | -6.4% | +14.8% | +8.8% |
| 1Y | +9.4% | -2.3% | +11.7% | +8.2% |
| 3Y | +75.3% | -20.3% | +95.6% | +80.8% |
| 5Y | +67.8% | +6.9% | +60.9% | +56.2% |
| 10Y | +314.2% | -46.3% | +360.5% | +344.5% |
| All | +735.8% | +170.5% | +565.4% | +474.0% |
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