+56.6%
IBN vs TAP
0.0%
+56.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.9% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | -2.3% | -9.4% | +7.1% | -0.8% |
| 3M | +15.9% | -0.8% | +16.7% | +15.8% |
| 6M | +5.6% | -14.7% | +20.3% | +7.9% |
| YTD | -0.1% | -13.9% | +13.9% | +1.8% |
| 1Y | -6.5% | -18.6% | +12.1% | -4.0% |
| 3Y | +29.3% | -32.0% | +61.3% | +36.1% |
| 5Y | +56.6% | -1.0% | +57.6% | +52.1% |
| All | +56.6% | 0.0% | +56.6% | +52.1% |
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