+191.1%
TRI vs IAG
+427.6%
-236.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -7.9% | -1.1% | -6.8% | -7.9% |
| 30D | -4.5% | +12.1% | -16.6% | -4.8% |
| 3M | +22.1% | +25.5% | -3.4% | +21.4% |
| 6M | -2.8% | -7.1% | +4.3% | -2.6% |
| YTD | -23.4% | +22.9% | -46.3% | -24.2% |
| 1Y | -41.5% | +83.3% | -124.9% | -43.1% |
| 3Y | -19.2% | +808.5% | -827.7% | -26.7% |
| 5Y | -9.4% | +838.0% | -847.4% | -19.1% |
| All | +191.1% | +427.6% | -236.6% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling