+481.1%
IRM vs TAP
-49.5%
+530.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | -3.8% | -7.8% | +4.1% | -1.3% |
| 30D | -3.2% | +7.1% | -10.3% | -5.8% |
| 3M | -7.8% | -7.0% | -0.7% | -6.2% |
| 6M | -12.7% | -3.8% | -8.9% | -12.7% |
| YTD | +36.7% | -11.7% | +48.4% | +39.9% |
| 1Y | +10.0% | -10.1% | +20.2% | +11.6% |
| 3Y | +107.2% | -23.7% | +130.9% | +117.8% |
| 5Y | +181.6% | +2.9% | +178.7% | +155.3% |
| 10Y | +481.1% | -49.5% | +530.6% | +546.4% |
| All | +481.1% | -49.5% | +530.6% | +546.4% |
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