+745.7%
IWD vs TRMB
+735.6%
+10.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | -16.6% | +18.1% | +5.1% |
| 30D | +3.6% | -8.9% | +12.5% | +5.1% |
| 3M | +2.0% | -6.3% | +8.4% | +2.8% |
| 6M | +13.1% | -10.0% | +23.0% | +14.5% |
| YTD | +26.2% | -30.1% | +56.3% | +34.6% |
| 1Y | +29.6% | -31.3% | +60.9% | +38.6% |
| 3Y | +84.3% | +30.8% | +53.5% | +69.4% |
| 5Y | +73.4% | -35.9% | +109.4% | +82.7% |
| 10Y | +202.4% | +101.7% | +100.7% | +145.2% |
| All | +745.7% | +735.6% | +10.0% | +350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling