-19.2%
TRI vs IAG
+804.5%
-823.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.4% |
| 3M | +22.1% | +25.5% | -3.4% | +22.6% |
| 6M | -2.8% | -7.1% | +4.3% | -1.8% |
| YTD | -23.4% | +22.9% | -46.3% | -23.6% |
| 1Y | -41.5% | +83.3% | -124.9% | -42.7% |
| 3Y | -19.2% | +808.5% | -827.7% | -27.5% |
| All | -19.2% | +804.5% | -823.7% | -27.5% |
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