+14.8%
IP vs TRMB
+27.3%
-12.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -5.1% | -16.7% | +11.6% | +0.4% |
| 30D | +8.5% | -9.9% | +18.4% | +11.2% |
| 3M | -13.8% | -7.6% | -6.3% | -12.7% |
| 6M | +5.7% | -14.7% | +20.4% | +10.0% |
| YTD | -9.1% | -30.9% | +21.8% | +2.1% |
| 1Y | -0.8% | -31.3% | +30.5% | +11.4% |
| 3Y | +14.8% | +29.4% | -14.6% | -8.0% |
| All | +14.8% | +27.3% | -12.6% | -8.0% |
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