-1.8%
IWF vs TRMB
-31.7%
+29.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.8% | +2.8% | 0.0% | +2.4% |
| 30D | -7.5% | -5.9% | -1.7% | -7.6% |
| 3M | -8.5% | -3.3% | -5.2% | -9.1% |
| 6M | -7.4% | +1.3% | -8.8% | -8.8% |
| YTD | -2.6% | -29.0% | +26.3% | +4.9% |
| 1Y | -1.8% | -27.8% | +25.9% | +4.8% |
| All | -1.8% | -31.7% | +29.9% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling