+69.3%
IWD vs TRMB
-38.3%
+107.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -0.5% | -16.7% | +16.2% | +3.9% |
| 30D | +2.7% | -9.9% | +12.6% | +4.7% |
| 3M | +0.9% | -7.6% | +8.5% | +1.9% |
| 6M | +10.5% | -14.7% | +25.2% | +14.0% |
| YTD | +23.7% | -30.9% | +54.6% | +35.6% |
| 1Y | +28.7% | -31.3% | +60.1% | +41.1% |
| 3Y | +79.7% | +29.4% | +50.3% | +57.1% |
| All | +69.3% | -38.3% | +107.6% | +79.5% |
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