+337.2%
IP vs TAP
+885.3%
-548.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.7% |
| 7D | +3.4% | +9.9% | -6.5% | +0.8% |
| 30D | +11.2% | +18.1% | -6.9% | +6.3% |
| 3M | -14.8% | +3.2% | -18.0% | -15.7% |
| 6M | +17.3% | +8.4% | +8.9% | +14.4% |
| YTD | -6.2% | -4.4% | -1.8% | -5.6% |
| 1Y | +2.3% | +3.2% | -0.9% | +0.8% |
| 3Y | +17.7% | -18.6% | +36.3% | +22.3% |
| 5Y | -8.4% | +10.1% | -18.6% | -12.8% |
| 10Y | +32.1% | -45.2% | +77.2% | +43.1% |
| All | +337.2% | +885.3% | -548.1% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling