+808.3%
IWM vs TAP
+143.2%
+665.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | -1.3% | -2.1% | +0.9% | -0.7% |
| 3M | +1.6% | +6.6% | -5.0% | -1.0% |
| 6M | +13.6% | -11.5% | +25.0% | +17.2% |
| YTD | +20.8% | -10.3% | +31.0% | +23.5% |
| 1Y | +26.4% | -14.4% | +40.8% | +30.8% |
| 3Y | +60.7% | -28.3% | +89.0% | +73.9% |
| 5Y | +38.2% | +1.7% | +36.5% | +30.6% |
| 10Y | +169.5% | -49.2% | +218.7% | +201.2% |
| All | +808.3% | +143.2% | +665.1% | +545.7% |
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