+65.6%
IYR vs TAP
-50.5%
+116.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.8% | -5.3% | +2.4% | -1.2% |
| 30D | -2.5% | -7.4% | +4.8% | -0.3% |
| 3M | -3.0% | -4.9% | +2.0% | -1.7% |
| 6M | +1.6% | -14.2% | +15.8% | +6.0% |
| YTD | +7.3% | -14.8% | +22.1% | +11.7% |
| 1Y | +5.6% | -18.1% | +23.7% | +11.0% |
| 3Y | +28.1% | -32.7% | +60.8% | +41.7% |
| 5Y | +6.1% | -0.5% | +6.6% | +0.9% |
| All | +65.6% | -50.5% | +116.2% | +72.2% |
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