+193.0%
IRM vs TAP
+4.2%
+188.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | -8.1% | -2.1% | -5.9% | -7.8% |
| 3M | -9.7% | +6.6% | -16.3% | -11.2% |
| 6M | +10.0% | -11.5% | +21.5% | +12.4% |
| YTD | +43.0% | -10.3% | +53.3% | +45.2% |
| 1Y | +32.7% | -14.4% | +47.1% | +36.0% |
| 3Y | +102.7% | -28.3% | +131.0% | +115.8% |
| All | +193.0% | +4.2% | +188.7% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling