+171.7%
IWM vs TRMB
+113.5%
+58.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.2% |
| 7D | -1.1% | -2.9% | +1.7% | +0.2% |
| 30D | -3.1% | -1.8% | -1.3% | -2.5% |
| 3M | +2.2% | +8.4% | -6.2% | -2.6% |
| 6M | +15.1% | -18.5% | +33.6% | +25.4% |
| YTD | +18.6% | -26.7% | +45.3% | +35.4% |
| 1Y | +24.0% | -28.3% | +52.3% | +42.8% |
| 3Y | +63.7% | +12.6% | +51.1% | +47.2% |
| 5Y | +38.2% | -38.7% | +76.9% | +63.0% |
| 10Y | +171.7% | +120.8% | +50.9% | +66.6% |
| All | +171.7% | +113.5% | +58.2% | +66.6% |
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