+1,644.8%
TRV vs IAG
+368.9%
+1,276.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | +0.5% | +4.3% | -3.8% | +0.3% |
| 30D | -4.9% | +9.8% | -14.6% | -5.3% |
| 3M | +23.7% | +28.9% | -5.2% | +22.1% |
| 6M | +20.3% | -7.6% | +27.9% | +20.2% |
| YTD | +27.1% | +22.0% | +5.1% | +24.9% |
| 1Y | +35.3% | +99.5% | -64.2% | +29.6% |
| 3Y | +139.8% | +818.3% | -678.4% | +110.1% |
| 5Y | +153.9% | +785.9% | -632.0% | +118.3% |
| 10Y | +285.9% | +381.1% | -95.2% | +228.2% |
| All | +1,644.8% | +368.9% | +1,276.0% | +1,171.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling