+5.4%
IYR vs TAP
+0.6%
+4.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.8% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +6.6% | +5.7% | +0.8% | +4.8% |
| 3M | -1.8% | -1.9% | +0.1% | -1.6% |
| 6M | +1.4% | +0.9% | +0.5% | +0.6% |
| YTD | +10.5% | -9.5% | +20.0% | +12.3% |
| 1Y | +10.6% | -9.0% | +19.6% | +12.0% |
| 3Y | +41.8% | -22.2% | +64.1% | +48.7% |
| All | +5.4% | +0.6% | +4.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling