+728.9%
IWD vs TAP
+142.2%
+586.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | +2.7% | +9.1% | -6.5% | -0.4% |
| 3M | +0.9% | -3.8% | +4.7% | +1.6% |
| 6M | +10.5% | -3.4% | +14.0% | +10.8% |
| YTD | +23.7% | -10.6% | +34.3% | +26.2% |
| 1Y | +28.7% | -4.4% | +33.1% | +28.3% |
| 3Y | +79.7% | -24.4% | +104.1% | +90.0% |
| 5Y | +69.7% | +2.1% | +67.6% | +59.7% |
| 10Y | +211.4% | -48.7% | +260.2% | +243.0% |
| All | +728.9% | +142.2% | +586.8% | +467.1% |
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 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