+941.2%
IGV vs TRMB
+1,740.5%
-799.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +2.5% | +4.1% | -1.6% | +1.0% |
| 30D | -8.6% | -7.0% | -1.6% | -7.0% |
| 3M | -1.6% | -0.9% | -0.7% | -2.2% |
| 6M | +13.4% | -1.2% | +14.7% | +12.8% |
| YTD | -4.0% | -28.7% | +24.7% | +7.3% |
| 1Y | -7.6% | -32.1% | +24.4% | +4.9% |
| 3Y | +39.3% | +33.4% | +5.9% | +23.2% |
| 5Y | +14.5% | -35.6% | +50.1% | +29.5% |
| 10Y | +358.7% | +103.8% | +255.0% | +241.4% |
| All | +941.2% | +1,740.5% | -799.4% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling