+73.6%
IWD vs TRMB
-37.5%
+111.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.8% | -1.2% | +0.4% | -0.5% |
| 3M | +8.0% | +9.6% | -1.6% | +4.6% |
| 6M | +18.2% | -16.1% | +34.3% | +23.9% |
| YTD | +22.3% | -25.0% | +47.3% | +32.5% |
| 1Y | +28.9% | -27.7% | +56.6% | +40.8% |
| 3Y | +71.5% | +15.3% | +56.2% | +57.4% |
| 5Y | +73.6% | -37.4% | +111.0% | +86.1% |
| All | +73.6% | -37.5% | +111.1% | +86.1% |
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 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