+8.5%
IWF vs TAP
-19.6%
+28.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.6% |
| 7D | +0.5% | -5.1% | +5.6% | -0.2% |
| 30D | -1.4% | -8.4% | +7.1% | -2.5% |
| 3M | +0.4% | -3.9% | +4.4% | +0.2% |
| 6M | +8.5% | -14.4% | +22.8% | +6.8% |
| YTD | +3.7% | -14.7% | +18.4% | +2.1% |
| 1Y | +8.5% | -18.7% | +27.1% | +6.8% |
| All | +8.5% | -19.6% | +28.1% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling