+73.2%
IWD vs TAP
+0.6%
+72.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | +3.6% | +5.7% | -2.1% | +2.2% |
| 3M | +2.2% | -1.9% | +4.1% | +2.3% |
| 6M | +13.0% | +0.9% | +12.0% | +12.1% |
| YTD | +26.5% | -9.5% | +36.0% | +28.1% |
| 1Y | +30.1% | -9.0% | +39.1% | +31.5% |
| 3Y | +84.9% | -22.2% | +107.1% | +92.2% |
| All | +73.2% | +0.6% | +72.6% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling