+726.5%
IWD vs TAP
+143.2%
+583.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | +0.4% |
| 30D | +0.6% | -2.1% | +2.7% | +1.1% |
| 3M | +7.2% | +6.6% | +0.6% | +4.7% |
| 6M | +16.2% | -11.5% | +27.7% | +19.8% |
| YTD | +23.3% | -10.3% | +33.6% | +26.2% |
| 1Y | +29.6% | -14.4% | +44.0% | +34.0% |
| 3Y | +70.5% | -28.3% | +98.7% | +83.8% |
| 5Y | +73.5% | +1.7% | +71.8% | +63.8% |
| 10Y | +198.3% | -49.2% | +247.5% | +230.6% |
| All | +726.5% | +143.2% | +583.3% | +466.8% |
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