+27.4%
IVZ vs TRMB
-38.8%
+66.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.9% | -7.4% |
| 7D | -6.7% | -17.9% | +11.2% | +2.4% |
| 30D | -10.9% | -12.0% | +1.1% | -6.3% |
| 3M | -14.8% | -8.4% | -6.4% | -13.0% |
| 6M | +2.4% | -21.5% | +23.9% | +13.7% |
| YTD | +5.4% | -31.5% | +37.0% | +27.3% |
| 1Y | +19.6% | -33.4% | +53.0% | +46.8% |
| 3Y | +122.4% | +26.5% | +96.0% | +80.2% |
| All | +27.4% | -38.8% | +66.2% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling