+741.9%
IWM vs TAP
+142.2%
+599.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | -1.5% | +9.1% | -10.6% | -4.6% |
| 3M | -8.0% | -3.8% | -4.2% | -7.4% |
| 6M | -4.1% | -3.4% | -0.7% | -4.1% |
| YTD | +11.9% | -10.6% | +22.6% | +14.1% |
| 1Y | +15.0% | -4.4% | +19.4% | +14.4% |
| 3Y | +64.2% | -24.4% | +88.6% | +74.0% |
| 5Y | +20.4% | +2.1% | +18.3% | +13.2% |
| 10Y | +168.0% | -48.7% | +216.7% | +197.3% |
| All | +741.9% | +142.2% | +599.7% | +496.6% |
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