+395.8%
IBN vs TAP
-47.7%
+443.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +5.7% | -6.3% | +12.0% | +7.5% |
| 30D | +20.5% | +2.7% | +17.8% | +19.4% |
| 3M | +15.2% | -3.7% | +19.0% | +15.9% |
| 6M | +34.5% | -2.0% | +36.5% | +34.3% |
| YTD | +16.4% | -12.3% | +28.7% | +19.1% |
| 1Y | +13.5% | -10.1% | +23.6% | +15.3% |
| 3Y | +55.4% | -25.3% | +80.7% | +63.2% |
| 5Y | +73.1% | -1.9% | +75.0% | +62.7% |
| All | +395.8% | -47.7% | +443.4% | +373.9% |
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 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