+17.6%
IP vs TAP
-46.0%
+63.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | 0.0% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | +7.9% | +5.7% | +2.2% | +4.9% |
| 3M | -15.3% | -1.9% | -13.4% | -15.1% |
| 6M | +10.5% | +0.9% | +9.6% | +9.0% |
| YTD | -9.4% | -9.5% | +0.1% | -6.5% |
| 1Y | -4.6% | -9.0% | +4.3% | -2.0% |
| 3Y | +21.2% | -22.2% | +43.5% | +30.9% |
| 5Y | -13.3% | +1.2% | -14.5% | -20.0% |
| All | +17.6% | -46.0% | +63.6% | +15.1% |
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