+511.3%
TRI vs IAG
+378.9%
+132.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | -8.4% | +1.7% | -10.1% | -8.5% |
| 30D | -6.5% | +11.4% | -17.9% | -7.1% |
| 3M | +18.6% | +33.0% | -14.5% | +16.3% |
| 6M | -10.4% | -6.0% | -4.5% | -10.7% |
| YTD | -23.7% | +24.6% | -48.3% | -25.6% |
| 1Y | -42.5% | +105.0% | -147.5% | -45.8% |
| 3Y | -19.3% | +837.9% | -857.2% | -32.4% |
| 5Y | -9.7% | +817.0% | -826.6% | -26.1% |
| 10Y | +194.4% | +425.3% | -230.9% | +136.4% |
| All | +511.3% | +378.9% | +132.4% | +307.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling