+55.4%
IVZ vs TAP
-14.5%
+69.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | -2.3% | +3.0% | +0.5% |
| 30D | +4.0% | -2.1% | +6.1% | +3.9% |
| 3M | +18.2% | +6.6% | +11.6% | +19.0% |
| 6M | +32.8% | -11.5% | +44.3% | +31.8% |
| YTD | +28.7% | -10.3% | +39.0% | +28.2% |
| 1Y | +55.4% | -14.4% | +69.8% | +56.4% |
| All | +55.4% | -14.5% | +69.9% | +56.4% |
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