+49.0%
IVZ vs TAP
-49.3%
+98.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +2.2% |
| 7D | -2.4% | +0.5% | -3.0% | -2.9% |
| 30D | -11.2% | +9.1% | -20.4% | -15.6% |
| 3M | -14.0% | -3.8% | -10.2% | -13.2% |
| 6M | +0.5% | -3.4% | +3.9% | +0.2% |
| YTD | +5.4% | -10.6% | +16.1% | +8.0% |
| 1Y | +19.5% | -4.4% | +23.9% | +17.2% |
| 3Y | +128.7% | -24.4% | +153.1% | +148.9% |
| 5Y | +28.8% | +2.1% | +26.7% | +12.9% |
| All | +49.0% | -49.3% | +98.3% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling