+409.4%
IWF vs TRMB
+118.7%
+290.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | -1.7% | -5.4% | +3.7% | +0.5% |
| 30D | -1.8% | -2.0% | +0.1% | -1.2% |
| 3M | +1.5% | +12.3% | -10.9% | -4.0% |
| 6M | +7.7% | -17.6% | +25.3% | +15.3% |
| YTD | +2.7% | -27.5% | +30.2% | +15.5% |
| 1Y | +6.8% | -29.1% | +35.9% | +20.7% |
| 3Y | +76.9% | +11.5% | +65.4% | +61.0% |
| 5Y | +73.4% | -39.5% | +112.8% | +99.0% |
| All | +409.4% | +118.7% | +290.7% | +263.6% |
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