+706.4%
IYR vs TAP
+119.4%
+587.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.1% | -6.3% | +6.2% | +2.0% |
| 30D | +5.7% | +2.7% | +3.0% | +4.6% |
| 3M | -0.6% | -3.7% | +3.1% | +0.2% |
| 6M | +0.5% | -2.0% | +2.6% | +0.5% |
| YTD | +10.4% | -12.3% | +22.8% | +13.7% |
| 1Y | +9.2% | -10.1% | +19.2% | +11.4% |
| 3Y | +40.5% | -25.3% | +65.8% | +50.1% |
| 5Y | +5.9% | -1.9% | +7.9% | +1.7% |
| 10Y | +86.5% | -47.8% | +134.3% | +106.4% |
| All | +706.4% | +119.4% | +587.0% | +483.2% |
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 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