+363.3%
IP vs TRMB
+3,381.2%
-3,017.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -5.3% | -2.5% | -2.7% | -4.8% |
| 30D | -10.9% | +1.5% | -12.4% | -11.1% |
| 3M | +11.2% | +6.8% | +4.4% | +9.8% |
| 6M | -10.2% | -14.9% | +4.7% | -7.8% |
| YTD | -2.0% | -24.1% | +22.1% | +2.5% |
| 1Y | -19.1% | -25.4% | +6.3% | -15.2% |
| 3Y | +20.9% | +8.0% | +12.8% | +17.9% |
| 5Y | -17.8% | -37.3% | +19.5% | -13.0% |
| 10Y | +23.5% | +116.8% | -93.3% | +5.5% |
| All | +363.3% | +3,381.2% | -3,017.9% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling