+22.9%
IP vs TAP
-49.2%
+72.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.3% | -2.3% | -3.0% | -4.3% |
| 30D | -10.9% | -2.1% | -8.7% | -10.1% |
| 3M | +11.2% | +6.6% | +4.6% | +7.8% |
| 6M | -10.2% | -11.5% | +1.3% | -5.9% |
| YTD | -2.0% | -10.3% | +8.3% | +2.0% |
| 1Y | -19.1% | -14.4% | -4.7% | -14.3% |
| 3Y | +20.9% | -28.3% | +49.1% | +35.7% |
| 5Y | -17.8% | +1.7% | -19.5% | -24.0% |
| All | +22.9% | -49.2% | +72.1% | +22.9% |
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