-32.0%
TAP vs IAG
+797.8%
-829.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.1% |
| 7D | -2.3% | +4.3% | -6.6% | -2.4% |
| 30D | -9.4% | +9.8% | -19.2% | -9.6% |
| 3M | -0.8% | +28.9% | -29.7% | -1.4% |
| 6M | -14.7% | -7.6% | -7.2% | -14.6% |
| YTD | -13.9% | +22.0% | -35.9% | -14.8% |
| 1Y | -18.6% | +99.5% | -118.1% | -21.4% |
| 3Y | -32.0% | +818.3% | -850.3% | -41.5% |
| All | -32.0% | +797.8% | -829.8% | -41.5% |
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