+1,504.3%
IBN vs TAP
+234.9%
+1,269.3%
-86.1%
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 | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | -0.3% | -2.1% | +1.8% | +0.2% |
| 3M | +17.1% | +6.6% | +10.5% | +13.8% |
| 6M | +3.4% | -11.5% | +14.9% | +7.2% |
| YTD | +2.5% | -10.3% | +12.8% | +5.2% |
| 1Y | -4.2% | -14.4% | +10.2% | -0.3% |
| 3Y | +32.4% | -28.3% | +60.7% | +43.4% |
| 5Y | +59.2% | +1.7% | +57.5% | +46.4% |
| 10Y | +345.7% | -49.2% | +394.9% | +404.8% |
| All | +1,504.3% | +234.9% | +1,269.3% | +973.9% |
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 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