+700.6%
IYR vs TAP
+124.6%
+575.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | -2.3% | +1.1% | -0.5% |
| 30D | -2.9% | -2.1% | -0.7% | -2.3% |
| 3M | +0.8% | +6.6% | -5.8% | -1.5% |
| 6M | +1.9% | -11.5% | +13.3% | +5.4% |
| YTD | +9.6% | -10.3% | +19.9% | +12.5% |
| 1Y | +8.1% | -14.4% | +22.5% | +12.2% |
| 3Y | +29.2% | -28.3% | +57.5% | +40.2% |
| 5Y | +4.3% | +1.7% | +2.6% | -1.0% |
| 10Y | +64.7% | -49.2% | +113.9% | +84.5% |
| All | +700.6% | +124.6% | +575.9% | +476.5% |
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