-38.4%
TRI vs IAG
+119.5%
-157.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.6% |
| 30D | +7.9% | +28.9% | -21.0% | +10.6% |
| 3M | +24.1% | +19.1% | +4.9% | +27.6% |
| 6M | +3.8% | -10.3% | +14.1% | +6.6% |
| YTD | -16.9% | +24.2% | -41.1% | -15.0% |
| 1Y | -38.4% | +116.5% | -154.9% | -37.3% |
| All | -38.4% | +119.5% | -157.9% | -37.3% |
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