+3.4%
TRU vs IAG
+56.5%
-53.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.2% | -5.7% | +4.2% |
| 7D | +10.5% | +1.1% | +9.4% | +10.3% |
| 30D | +28.7% | -5.3% | +34.0% | +28.7% |
| 3M | +0.7% | +18.0% | -17.4% | +0.7% |
| 6M | +19.3% | +7.1% | +12.2% | +20.0% |
| YTD | -3.7% | +5.9% | -9.7% | -2.9% |
| 1Y | +3.4% | +59.4% | -56.0% | -0.4% |
| All | +3.4% | +56.5% | -53.1% | -0.4% |
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