-22.2%
TAP vs IAG
+663.0%
-685.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +3.2% |
| 7D | +1.3% | -7.7% | +8.9% | +1.4% |
| 30D | +5.7% | +1.6% | +4.1% | +5.6% |
| 3M | -1.9% | -2.4% | +0.5% | -2.0% |
| 6M | +0.9% | -7.8% | +8.8% | +1.1% |
| YTD | -9.5% | +5.0% | -14.5% | -10.2% |
| 1Y | -9.0% | +25.7% | -34.6% | -10.3% |
| 3Y | -22.2% | +694.5% | -716.7% | -31.8% |
| All | -22.2% | +663.0% | -685.2% | -31.8% |
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 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