+37.0%
IVZ vs TAP
+0.6%
+36.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +1.3% |
| 7D | +7.6% | +1.3% | +6.3% | +7.2% |
| 30D | +4.3% | +5.7% | -1.4% | +2.1% |
| 3M | -9.3% | -1.9% | -7.4% | -9.2% |
| 6M | +5.2% | +0.9% | +4.3% | +3.7% |
| YTD | +13.4% | -9.5% | +23.0% | +15.3% |
| 1Y | +25.4% | -9.0% | +34.3% | +26.8% |
| 3Y | +152.5% | -22.2% | +174.7% | +167.2% |
| All | +37.0% | +0.6% | +36.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling