+1,104.4%
IVZ vs TAP
+845.5%
+258.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.6% | -2.3% | +3.0% | +1.4% |
| 30D | +4.0% | -2.1% | +6.1% | +4.6% |
| 3M | +18.2% | +6.6% | +11.6% | +14.7% |
| 6M | +32.8% | -11.5% | +44.3% | +37.2% |
| YTD | +28.7% | -10.3% | +39.0% | +31.7% |
| 1Y | +55.4% | -14.4% | +69.8% | +60.8% |
| 3Y | +135.2% | -28.3% | +163.5% | +156.7% |
| 5Y | +64.2% | +1.7% | +62.5% | +56.2% |
| 10Y | +64.6% | -49.2% | +113.8% | +89.6% |
| All | +1,104.4% | +845.5% | +258.9% | +839.6% |
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