+145.7%
TRU vs IAG
+427.6%
-282.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | -2.7% | -1.1% | -1.7% | -2.7% |
| 30D | -2.0% | +12.1% | -14.2% | -2.8% |
| 3M | +18.4% | +25.5% | -7.1% | +16.4% |
| 6M | +8.9% | -7.1% | +16.0% | +8.8% |
| YTD | -8.9% | +22.9% | -31.8% | -11.1% |
| 1Y | -15.9% | +83.3% | -99.2% | -20.5% |
| 3Y | -1.1% | +808.5% | -809.6% | -18.8% |
| 5Y | -35.2% | +838.0% | -873.2% | -48.6% |
| All | +145.7% | +427.6% | -282.0% | +97.2% |
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