+49.0%
IVZ vs TRMB
+105.7%
-56.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -2.4% | -16.7% | +14.2% | +6.1% |
| 30D | -11.2% | -9.9% | -1.3% | -7.7% |
| 3M | -14.0% | -7.6% | -6.4% | -12.3% |
| 6M | +0.5% | -14.7% | +15.1% | +6.1% |
| YTD | +5.4% | -30.9% | +36.4% | +25.6% |
| 1Y | +19.5% | -31.3% | +50.8% | +42.7% |
| 3Y | +128.7% | +29.4% | +99.3% | +86.7% |
| 5Y | +28.8% | -37.4% | +66.1% | +54.5% |
| All | +49.0% | +105.7% | -56.7% | -3.8% |
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 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