+205.0%
IWD vs TAP
-49.5%
+254.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +1.3% | -7.8% | +9.1% | +3.7% |
| 30D | +3.6% | +7.1% | -3.5% | +1.2% |
| 3M | +2.3% | -7.0% | +9.4% | +4.1% |
| 6M | +13.0% | -3.8% | +16.8% | +13.4% |
| YTD | +26.2% | -11.7% | +37.9% | +29.2% |
| 1Y | +30.5% | -10.1% | +40.6% | +32.6% |
| 3Y | +86.2% | -23.7% | +109.9% | +96.3% |
| 5Y | +72.9% | +2.9% | +70.0% | +60.3% |
| 10Y | +205.0% | -49.5% | +254.5% | +194.0% |
| All | +205.0% | -49.5% | +254.5% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling