+50.4%
IJH vs TRMB
+12.4%
+38.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.3% |
| 7D | -1.9% | -3.0% | +1.2% | -0.8% |
| 30D | -4.6% | +2.3% | -7.0% | -5.6% |
| 3M | -1.2% | +15.3% | -16.5% | -6.9% |
| 6M | +9.4% | -14.7% | +24.1% | +15.4% |
| YTD | +13.3% | -26.4% | +39.7% | +26.6% |
| 1Y | +13.4% | -30.4% | +43.8% | +29.3% |
| 3Y | +50.4% | +13.5% | +36.9% | +41.0% |
| All | +50.4% | +12.4% | +38.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling