+155.4%
IWM vs TRMB
+96.4%
+59.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.3% | -16.6% | +16.8% | +7.8% |
| 30D | +0.6% | -8.9% | +9.5% | +3.6% |
| 3M | -6.2% | -6.3% | +0.1% | -5.1% |
| 6M | -0.8% | -10.0% | +9.2% | +1.6% |
| YTD | +14.8% | -30.1% | +44.9% | +31.8% |
| 1Y | +16.1% | -31.3% | +47.5% | +34.4% |
| 3Y | +71.5% | +30.8% | +40.7% | +42.1% |
| 5Y | +25.8% | -35.9% | +61.7% | +43.0% |
| 10Y | +155.4% | +101.7% | +53.7% | +71.1% |
| All | +155.4% | +96.4% | +59.0% | +71.1% |
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