+26.5%
IP vs TAP
-49.3%
+75.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.8% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | +8.5% | +9.1% | -0.6% | +4.0% |
| 3M | -13.8% | -3.8% | -10.0% | -12.8% |
| 6M | +5.7% | -3.4% | +9.2% | +6.4% |
| YTD | -9.1% | -10.6% | +1.5% | -5.7% |
| 1Y | -0.8% | -4.4% | +3.6% | -0.3% |
| 3Y | +14.8% | -24.4% | +39.2% | +25.5% |
| 5Y | -11.5% | +2.1% | -13.6% | -18.6% |
| All | +26.5% | -49.3% | +75.8% | +19.2% |
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