+73.6%
IWF vs TRMB
-39.0%
+112.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.6% |
| 7D | +0.5% | -2.9% | +3.4% | +1.8% |
| 30D | -1.4% | -1.8% | +0.4% | -0.8% |
| 3M | +0.4% | +8.4% | -8.0% | -3.9% |
| 6M | +8.5% | -18.5% | +27.0% | +17.5% |
| YTD | +3.7% | -26.7% | +30.4% | +17.4% |
| 1Y | +8.5% | -28.3% | +36.8% | +23.6% |
| 3Y | +78.5% | +12.6% | +65.9% | +58.8% |
| 5Y | +73.6% | -38.7% | +112.4% | +111.8% |
| All | +73.6% | -39.0% | +112.6% | +111.8% |
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 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