+521.8%
IRM vs TAP
-47.7%
+569.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +8.6% | -6.3% | +14.9% | +10.8% |
| 30D | 0.0% | +2.7% | -2.7% | -1.3% |
| 3M | -7.1% | -3.7% | -3.4% | -6.7% |
| 6M | -7.9% | -2.0% | -5.9% | -8.5% |
| YTD | +41.3% | -12.3% | +53.6% | +44.9% |
| 1Y | +20.7% | -10.1% | +30.8% | +22.4% |
| 3Y | +112.2% | -25.3% | +137.4% | +124.7% |
| 5Y | +191.2% | -1.9% | +193.2% | +169.4% |
| All | +521.8% | -47.7% | +569.4% | +551.9% |
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