+1,662.4%
TRV vs IAG
+377.5%
+1,284.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -3.4% | +28.9% | -32.3% | -4.6% |
| 3M | +26.4% | +19.1% | +7.3% | +25.1% |
| 6M | +19.3% | -10.3% | +29.6% | +19.3% |
| YTD | +28.3% | +24.2% | +4.1% | +26.1% |
| 1Y | +34.3% | +116.5% | -82.2% | +28.1% |
| 3Y | +140.1% | +742.8% | -602.7% | +111.3% |
| 5Y | +155.7% | +753.3% | -597.6% | +120.3% |
| 10Y | +285.5% | +403.2% | -117.6% | +227.1% |
| All | +1,662.4% | +377.5% | +1,284.9% | +1,183.2% |
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 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