-24.4%
TAP vs IAG
+621.5%
-645.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.2% | -11.7% | -4.6% |
| 7D | +0.5% | +21.4% | -20.9% | +0.2% |
| 30D | +9.1% | +4.0% | +5.1% | +9.0% |
| 3M | -3.8% | +17.0% | -20.8% | -4.2% |
| 6M | -3.4% | +1.4% | -4.8% | -3.5% |
| YTD | -10.6% | +13.8% | -24.4% | -11.5% |
| 1Y | -4.4% | +55.8% | -60.2% | -6.5% |
| 3Y | -24.4% | +647.4% | -671.8% | -33.6% |
| All | -24.4% | +621.5% | -645.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling