+151.9%
IWM vs TAP
-47.8%
+199.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.3% | -8.0% | +7.7% | +2.3% |
| 30D | +1.9% | +4.1% | -2.2% | +0.2% |
| 3M | -5.7% | -4.4% | -1.3% | -4.9% |
| 6M | -0.3% | -1.9% | +1.7% | -0.7% |
| YTD | +15.8% | -12.1% | +27.8% | +18.6% |
| 1Y | +17.1% | -12.0% | +29.1% | +19.7% |
| 3Y | +73.1% | -25.0% | +98.1% | +84.1% |
| 5Y | +25.9% | -1.1% | +26.9% | +18.3% |
| 10Y | +151.9% | -47.6% | +199.6% | +145.0% |
| All | +151.9% | -47.8% | +199.8% | +145.0% |
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