+30.8%
IYR vs TAP
-31.5%
+62.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.9% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | -2.5% | -9.4% | +6.9% | -0.2% |
| 3M | +1.5% | -0.8% | +2.3% | +1.4% |
| 6M | +3.9% | -14.7% | +18.6% | +7.6% |
| YTD | +9.5% | -13.9% | +23.5% | +12.6% |
| 1Y | +7.5% | -18.6% | +26.1% | +12.1% |
| 3Y | +30.8% | -32.0% | +62.8% | +38.6% |
| All | +30.8% | -31.5% | +62.3% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling