+198.1%
IWD vs TAP
-49.9%
+248.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.8% | -3.9% | +3.1% | +0.4% |
| 30D | -0.8% | -5.3% | +4.4% | +0.7% |
| 3M | +6.9% | -3.8% | +10.7% | +7.8% |
| 6M | +18.3% | -11.4% | +29.7% | +21.9% |
| YTD | +22.4% | -13.7% | +36.1% | +26.6% |
| 1Y | +27.4% | -17.2% | +44.6% | +33.1% |
| 3Y | +71.2% | -33.1% | +104.2% | +89.0% |
| 5Y | +75.7% | +0.8% | +74.9% | +64.3% |
| All | +198.1% | -49.9% | +248.0% | +194.4% |
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