-34.5%
TRU vs IAG
+813.2%
-847.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -9.4% | -4.1% | -5.3% | -9.1% |
| 30D | -4.1% | +10.6% | -14.7% | -4.9% |
| 3M | +13.6% | +35.4% | -21.8% | +10.8% |
| 6M | +3.6% | -9.5% | +13.1% | +3.8% |
| YTD | -9.8% | +21.8% | -31.6% | -12.3% |
| 1Y | -13.6% | +84.1% | -97.8% | -19.3% |
| 3Y | -2.0% | +817.4% | -819.3% | -24.5% |
| All | -34.5% | +813.2% | -847.7% | -51.3% |
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 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