+9,589.6%
IRM vs TAP
+540.7%
+9,049.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -5.1% | -4.5% | -0.6% | -4.1% |
| 30D | -3.3% | +7.5% | -10.7% | -5.0% |
| 3M | -8.2% | -4.9% | -3.3% | -7.6% |
| 6M | -12.8% | -3.5% | -9.3% | -12.8% |
| YTD | +36.6% | -11.4% | +48.0% | +38.7% |
| 1Y | +11.9% | -10.8% | +22.7% | +13.3% |
| 3Y | +105.1% | -24.5% | +129.6% | +112.8% |
| 5Y | +182.4% | +2.5% | +179.9% | +171.2% |
| 10Y | +505.1% | -47.6% | +552.7% | +541.3% |
| All | +9,589.6% | +540.7% | +9,049.0% | +8,157.7% |
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