+12.2%
IOT vs TRMB
-24.7%
+36.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +4.7% |
| 7D | -2.3% | -2.5% | +0.2% | +0.1% |
| 30D | +3.8% | +1.5% | +2.3% | +2.4% |
| 3M | +14.2% | +6.8% | +7.4% | +7.3% |
| 6M | +40.1% | -14.9% | +55.1% | +62.9% |
| YTD | +13.4% | -24.1% | +37.5% | +43.9% |
| 1Y | +12.2% | -25.4% | +37.6% | +44.7% |
| All | +12.2% | -24.7% | +36.8% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling