-51.4%
TAP vs IAG
+371.0%
-422.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.0% |
| 7D | -2.3% | +4.3% | -6.6% | -2.5% |
| 30D | -9.4% | +9.8% | -19.2% | -9.8% |
| 3M | -0.8% | +28.9% | -29.7% | -2.2% |
| 6M | -14.7% | -7.6% | -7.2% | -14.8% |
| YTD | -13.9% | +22.0% | -35.9% | -15.5% |
| 1Y | -18.6% | +99.5% | -118.1% | -22.5% |
| 3Y | -32.0% | +818.3% | -850.3% | -41.8% |
| 5Y | -1.0% | +785.9% | -786.9% | -16.9% |
| 10Y | -51.4% | +381.1% | -432.5% | -59.8% |
| All | -51.4% | +371.0% | -422.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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