+158.5%
TRV vs IAG
+796.9%
-638.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | -1.8% | +10.6% | -12.4% | -2.0% |
| 3M | +21.6% | +35.4% | -13.8% | +20.8% |
| 6M | +22.5% | -9.5% | +32.0% | +22.7% |
| YTD | +28.1% | +21.8% | +6.3% | +27.2% |
| 1Y | +37.0% | +84.1% | -47.1% | +34.2% |
| 3Y | +141.9% | +817.4% | -675.5% | +126.1% |
| 5Y | +158.5% | +830.1% | -671.6% | +132.0% |
| All | +158.5% | +796.9% | -638.4% | +132.0% |
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