+973.2%
IGV vs TRMB
+1,860.5%
-887.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -4.5% | -2.5% | -2.0% | -3.6% |
| 30D | +3.2% | +1.5% | +1.7% | +2.7% |
| 3M | +4.5% | +6.8% | -2.2% | +1.9% |
| 6M | +22.1% | -14.9% | +37.1% | +29.2% |
| YTD | -1.0% | -24.1% | +23.1% | +9.1% |
| 1Y | -2.1% | -25.4% | +23.3% | +8.4% |
| 3Y | +44.6% | +8.0% | +36.6% | +38.1% |
| 5Y | +22.2% | -37.3% | +59.5% | +40.4% |
| 10Y | +364.7% | +116.8% | +247.9% | +241.0% |
| All | +973.2% | +1,860.5% | -887.4% | +192.3% |
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