+67.5%
IBN vs TAP
+2.0%
+65.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.9% |
| 7D | +15.1% | +0.5% | +14.6% | +14.8% |
| 30D | +21.6% | +9.1% | +12.5% | +19.8% |
| 3M | +11.2% | -3.8% | +15.0% | +11.6% |
| 6M | +27.8% | -3.4% | +31.2% | +27.9% |
| YTD | +14.7% | -10.6% | +25.3% | +15.9% |
| 1Y | +14.4% | -4.4% | +18.8% | +14.2% |
| 3Y | +52.1% | -24.4% | +76.5% | +56.6% |
| All | +67.5% | +2.0% | +65.5% | +57.4% |
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