+66.0%
IWM vs TRMB
+13.0%
+52.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.3% | -1.2% | -1.1% | -2.0% |
| 3M | +4.0% | +9.6% | -5.6% | -0.7% |
| 6M | +17.9% | -16.1% | +34.1% | +26.5% |
| YTD | +20.2% | -25.0% | +45.2% | +35.3% |
| 1Y | +25.0% | -27.7% | +52.7% | +42.8% |
| 3Y | +66.0% | +15.3% | +50.7% | +52.0% |
| All | +66.0% | +13.0% | +52.9% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling