+216.0%
TRU vs IAG
+825.2%
-609.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -6.5% | +1.7% | -8.2% | -6.6% |
| 30D | -2.5% | +11.4% | -13.9% | -3.1% |
| 3M | +10.4% | +33.0% | -22.7% | +8.5% |
| 6M | +1.6% | -6.0% | +7.6% | +1.5% |
| YTD | -9.7% | +24.6% | -34.3% | -11.5% |
| 1Y | -17.3% | +105.0% | -122.2% | -21.5% |
| 3Y | -1.8% | +837.9% | -839.7% | -16.1% |
| 5Y | -36.2% | +817.0% | -853.2% | -46.7% |
| 10Y | +143.2% | +425.3% | -282.1% | +103.8% |
| All | +216.0% | +825.2% | -609.2% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling