+64.2%
IWM vs TRMB
+27.3%
+36.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -2.0% | -16.7% | +14.7% | +4.1% |
| 30D | -1.5% | -9.9% | +8.5% | +1.1% |
| 3M | -8.0% | -7.6% | -0.4% | -7.0% |
| 6M | -4.1% | -14.7% | +10.6% | +0.4% |
| YTD | +11.9% | -30.9% | +42.9% | +29.5% |
| 1Y | +15.0% | -31.3% | +46.4% | +33.2% |
| 3Y | +64.2% | +29.4% | +34.8% | +27.4% |
| All | +64.2% | +27.3% | +36.9% | +27.4% |
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