+727.5%
IWF vs TAP
+143.2%
+584.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.5% | -2.3% | +2.9% | +1.1% |
| 30D | -0.4% | -2.1% | +1.8% | 0.0% |
| 3M | -2.6% | +6.6% | -9.2% | -4.6% |
| 6M | +9.1% | -11.5% | +20.6% | +11.6% |
| YTD | +4.5% | -10.3% | +14.7% | +6.1% |
| 1Y | +10.1% | -14.4% | +24.5% | +12.7% |
| 3Y | +77.6% | -28.3% | +105.9% | +87.4% |
| 5Y | +73.7% | +1.7% | +72.0% | +64.9% |
| 10Y | +411.5% | -49.2% | +460.8% | +452.9% |
| All | +727.5% | +143.2% | +584.4% | +502.9% |
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