-9.7%
IP vs TRMB
-38.3%
+28.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | -3.0% | -17.0% | +13.9% | +2.7% |
| 30D | +10.6% | -9.0% | +19.6% | +13.2% |
| 3M | -13.6% | -8.1% | -5.5% | -12.0% |
| 6M | +10.4% | -10.1% | +20.5% | +13.0% |
| YTD | -6.5% | -30.2% | +23.7% | +4.3% |
| 1Y | -2.1% | -30.7% | +28.6% | +9.3% |
| 3Y | +22.0% | +32.6% | -10.6% | +6.3% |
| 5Y | -9.7% | -38.1% | +28.4% | -10.5% |
| All | -9.7% | -38.3% | +28.6% | -10.5% |
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