+65.1%
IVZ vs TRMB
-37.2%
+102.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | +0.6% | -2.5% | +3.2% | +2.2% |
| 30D | +4.0% | +1.5% | +2.5% | +2.8% |
| 3M | +18.2% | +6.8% | +11.4% | +12.3% |
| 6M | +32.8% | -14.9% | +47.8% | +44.6% |
| YTD | +28.7% | -24.1% | +52.8% | +50.3% |
| 1Y | +55.4% | -25.4% | +80.8% | +82.8% |
| 3Y | +135.2% | +8.0% | +127.2% | +115.3% |
| All | +65.1% | -37.2% | +102.3% | +104.9% |
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 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