+417.1%
IRM vs TAP
-52.1%
+469.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.7% |
| 7D | +1.6% | -2.3% | +3.9% | +2.4% |
| 30D | -4.2% | -9.4% | +5.2% | -1.2% |
| 3M | -5.4% | -0.8% | -4.6% | -5.8% |
| 6M | +12.0% | -14.7% | +26.8% | +17.1% |
| YTD | +42.0% | -13.9% | +56.0% | +47.4% |
| 1Y | +29.9% | -18.6% | +48.5% | +36.8% |
| 3Y | +104.4% | -32.0% | +136.4% | +125.7% |
| 5Y | +191.0% | -1.0% | +192.0% | +168.3% |
| 10Y | +417.1% | -51.4% | +468.5% | +490.6% |
| All | +417.1% | -52.1% | +469.2% | +490.6% |
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