+25.4%
IP vs TAP
-46.9%
+72.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.0% |
| 7D | -5.0% | +7.7% | -12.7% | -8.1% |
| 30D | +6.5% | +14.4% | -7.9% | +0.1% |
| 3M | -18.0% | +2.0% | -20.1% | -19.1% |
| 6M | +10.3% | +2.5% | +7.8% | +8.3% |
| YTD | -9.9% | -6.4% | -3.5% | -8.3% |
| 1Y | -1.1% | -2.3% | +1.3% | -1.3% |
| 3Y | +13.0% | -20.3% | +33.3% | +20.8% |
| 5Y | -12.3% | +6.9% | -19.2% | -20.9% |
| All | +25.4% | -46.9% | +72.4% | +15.9% |
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