-12.3%
IP vs TRMB
-38.4%
+26.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.6% |
| 7D | -5.0% | -17.9% | +12.9% | +1.0% |
| 30D | +6.5% | -12.0% | +18.5% | +10.3% |
| 3M | -18.0% | -8.4% | -9.6% | -16.5% |
| 6M | +10.3% | -21.5% | +31.9% | +18.3% |
| YTD | -9.9% | -31.5% | +21.7% | +1.2% |
| 1Y | -1.1% | -33.4% | +32.4% | +12.1% |
| 3Y | +13.0% | +26.5% | -13.5% | +0.1% |
| 5Y | -12.3% | -37.9% | +25.6% | -11.7% |
| All | -12.3% | -38.4% | +26.1% | -11.7% |
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 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