+64.7%
IVZ vs TRMB
+116.7%
-52.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | +0.6% | -2.5% | +3.2% | +2.1% |
| 30D | +4.0% | +1.5% | +2.5% | +2.8% |
| 3M | +18.2% | +6.8% | +11.4% | +12.5% |
| 6M | +32.8% | -14.9% | +47.8% | +43.7% |
| YTD | +28.7% | -24.1% | +52.8% | +48.7% |
| 1Y | +55.4% | -25.4% | +80.8% | +80.8% |
| 3Y | +135.2% | +8.0% | +127.2% | +116.3% |
| 5Y | +64.2% | -37.3% | +101.5% | +101.0% |
| All | +64.7% | +116.7% | -52.1% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling