+161.3%
IWM vs TAP
-49.5%
+210.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.6% |
| 7D | +1.2% | -7.8% | +9.0% | +3.7% |
| 30D | +1.3% | +7.1% | -5.8% | -1.3% |
| 3M | -6.1% | -7.0% | +1.0% | -4.4% |
| 6M | -0.1% | -3.8% | +3.7% | +0.1% |
| YTD | +15.5% | -11.7% | +27.2% | +18.2% |
| 1Y | +18.1% | -10.1% | +28.2% | +19.9% |
| 3Y | +74.6% | -23.7% | +98.3% | +84.6% |
| 5Y | +24.6% | +2.9% | +21.7% | +15.4% |
| 10Y | +161.3% | -49.5% | +210.8% | +151.3% |
| All | +161.3% | -49.5% | +210.8% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling