+886.2%
IVZ vs TAP
+885.9%
+0.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.9% | -7.3% |
| 7D | -6.7% | +7.7% | -14.4% | -9.3% |
| 30D | -10.9% | +14.4% | -25.3% | -15.4% |
| 3M | -14.8% | +2.0% | -16.9% | -16.0% |
| 6M | +2.4% | +2.5% | -0.1% | +0.2% |
| YTD | +5.4% | -6.4% | +11.9% | +5.8% |
| 1Y | +19.6% | -2.3% | +21.9% | +17.6% |
| 3Y | +122.4% | -20.3% | +142.7% | +132.7% |
| 5Y | +28.8% | +6.9% | +21.9% | +19.7% |
| 10Y | +52.3% | -46.3% | +98.6% | +71.4% |
| All | +886.2% | +885.9% | +0.4% | +654.5% |
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