+21.2%
IGV vs TRMB
-39.0%
+60.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.6% |
| 7D | -1.5% | -2.9% | +1.4% | +0.2% |
| 30D | -3.0% | -1.8% | -1.2% | -2.0% |
| 3M | +9.6% | +8.4% | +1.2% | +4.1% |
| 6M | +16.1% | -18.5% | +34.6% | +29.9% |
| YTD | -3.6% | -26.7% | +23.1% | +14.3% |
| 1Y | -7.8% | -28.3% | +20.5% | +10.2% |
| 3Y | +40.0% | +12.6% | +27.4% | +24.3% |
| 5Y | +21.2% | -38.7% | +59.9% | +63.6% |
| All | +21.2% | -39.0% | +60.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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