+39.8%
IJR vs TRMB
-39.0%
+78.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -2.2% | -3.0% | +0.9% | -0.8% |
| 30D | -4.6% | +2.3% | -6.9% | -5.8% |
| 3M | +0.2% | +15.3% | -15.1% | -6.7% |
| 6M | +14.7% | -14.7% | +29.4% | +22.0% |
| YTD | +18.9% | -26.4% | +45.3% | +34.9% |
| 1Y | +19.9% | -30.4% | +50.3% | +39.5% |
| 3Y | +53.0% | +13.5% | +39.5% | +38.0% |
| All | +39.8% | -39.0% | +78.8% | +60.0% |
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 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