+738.6%
IVV vs TRMB
+743.3%
-4.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -2.7% | -16.7% | +14.0% | +1.0% |
| 30D | -5.4% | -9.9% | +4.5% | -3.6% |
| 3M | -4.1% | -7.6% | +3.5% | -3.0% |
| 6M | +0.7% | -14.7% | +15.4% | +3.4% |
| YTD | +8.7% | -30.9% | +39.7% | +16.8% |
| 1Y | +11.0% | -31.3% | +42.3% | +19.3% |
| 3Y | +75.4% | +29.4% | +46.0% | +61.1% |
| 5Y | +68.3% | -37.4% | +105.7% | +79.7% |
| 10Y | +315.5% | +109.2% | +206.4% | +233.8% |
| All | +738.6% | +743.3% | -4.6% | +313.8% |
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