+32.8%
IWD vs TAP
+4.4%
+28.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.4% |
| 7D | +2.5% | +9.9% | -7.4% | +1.9% |
| 30D | +6.0% | +18.1% | -12.2% | +4.7% |
| 3M | +3.8% | +3.2% | +0.6% | +3.5% |
| 6M | +16.3% | +8.4% | +7.9% | +15.6% |
| YTD | +27.5% | -4.4% | +31.9% | +26.9% |
| 1Y | +32.8% | +3.2% | +29.6% | +31.1% |
| All | +32.8% | +4.4% | +28.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling