+19.5%
IVZ vs TRMB
-33.2%
+52.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.4% | -16.7% | +14.2% | +1.1% |
| 30D | -11.2% | -9.9% | -1.3% | -10.7% |
| 3M | -14.0% | -7.6% | -6.4% | -14.4% |
| 6M | +0.5% | -14.7% | +15.1% | +5.2% |
| YTD | +5.4% | -30.9% | +36.4% | +23.4% |
| 1Y | +19.5% | -31.3% | +50.8% | +40.1% |
| All | +19.5% | -33.2% | +52.7% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling