+387.3%
IWF vs TRMB
+102.3%
+285.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.8% | +2.8% | 0.0% | +1.7% |
| 30D | -7.5% | -5.9% | -1.7% | -6.4% |
| 3M | -8.5% | -3.3% | -5.2% | -8.6% |
| 6M | -7.4% | +1.3% | -8.8% | -9.9% |
| YTD | -2.6% | -29.0% | +26.3% | +9.0% |
| 1Y | -1.8% | -27.8% | +25.9% | +9.0% |
| 3Y | +65.5% | +36.3% | +29.2% | +37.5% |
| 5Y | +55.8% | -35.8% | +91.7% | +73.1% |
| All | +387.3% | +102.3% | +285.0% | +259.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling