-11.3%
TRI vs IAG
+813.2%
-824.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | -14.4% | -4.1% | -10.3% | -14.3% |
| 30D | -8.1% | +10.6% | -18.7% | -8.3% |
| 3M | +17.5% | +35.4% | -17.8% | +16.6% |
| 6M | -5.0% | -9.5% | +4.6% | -4.4% |
| YTD | -24.7% | +21.8% | -46.5% | -25.6% |
| 1Y | -41.5% | +84.1% | -125.6% | -43.6% |
| 3Y | -20.3% | +817.4% | -837.7% | -31.4% |
| All | -11.3% | +813.2% | -824.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling