+33.6%
IVZ vs TRMB
-35.0%
+68.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | +5.1% | +4.1% | +1.1% | +2.8% |
| 30D | -1.6% | -7.0% | +5.4% | +0.3% |
| 3M | -9.1% | -0.9% | -8.2% | -11.3% |
| 6M | +1.8% | -1.2% | +3.0% | -1.5% |
| YTD | +10.8% | -28.7% | +39.6% | +30.9% |
| 1Y | +19.1% | -32.1% | +51.2% | +44.9% |
| 3Y | +144.4% | +33.4% | +111.0% | +91.9% |
| 5Y | +33.6% | -35.6% | +69.2% | +54.2% |
| All | +33.6% | -35.0% | +68.6% | +54.2% |
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