+1,045.0%
IJH vs TAP
+130.8%
+914.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.5% | -5.3% | +2.8% | -0.9% |
| 30D | -5.0% | -7.4% | +2.3% | -2.9% |
| 3M | +0.5% | -4.9% | +5.5% | +1.6% |
| 6M | +8.2% | -14.2% | +22.4% | +12.7% |
| YTD | +12.4% | -14.8% | +27.3% | +16.9% |
| 1Y | +14.4% | -18.1% | +32.5% | +19.9% |
| 3Y | +49.5% | -32.7% | +82.2% | +64.7% |
| 5Y | +47.8% | -0.5% | +48.3% | +40.9% |
| 10Y | +180.4% | -50.4% | +230.8% | +213.5% |
| All | +1,045.0% | +130.8% | +914.2% | +745.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling