+37.3%
IVZ vs TAP
+2.3%
+35.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +7.9% | +7.1% |
| 7D | +4.1% | -7.8% | +11.9% | +6.8% |
| 30D | -2.0% | +7.1% | -9.2% | -4.6% |
| 3M | -7.8% | -7.0% | -0.8% | -6.1% |
| 6M | +6.3% | -3.8% | +10.1% | +6.5% |
| YTD | +12.6% | -11.7% | +24.3% | +15.2% |
| 1Y | +27.6% | -10.1% | +37.7% | +29.3% |
| 3Y | +154.0% | -23.7% | +177.7% | +170.1% |
| 5Y | +37.3% | +2.9% | +34.4% | +15.2% |
| All | +37.3% | +2.3% | +35.0% | +15.2% |
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