-11.1%
TAP vs IAG
+52.4%
-63.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.0% |
| 7D | -7.8% | +24.0% | -31.8% | -7.4% |
| 30D | +7.1% | +5.5% | +1.6% | +7.2% |
| 3M | -7.0% | +8.3% | -15.3% | -6.9% |
| 6M | -3.8% | +6.1% | -9.9% | -3.0% |
| YTD | -11.7% | +20.3% | -32.0% | -10.8% |
| All | -11.1% | +52.4% | -63.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling