+10,042.6%
IRM vs TAP
+549.0%
+9,493.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 6M | +10.0% | -11.5% | +21.5% | +12.3% |
| YTD | +43.0% | -10.3% | +53.3% | +45.2% |
| 1Y | +32.7% | -14.4% | +47.1% | +35.8% |
| 3Y | +102.7% | -28.3% | +131.0% | +113.5% |
| 5Y | +187.6% | +1.7% | +185.9% | +177.4% |
| 10Y | +420.1% | -49.2% | +469.3% | +456.0% |
| All | +10,042.6% | +549.0% | +9,493.6% | +8,549.4% |
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 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