+808.3%
IWM vs TRMB
+807.7%
+0.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | -1.3% | +1.5% | -2.8% | -1.9% |
| 3M | +1.6% | +6.8% | -5.2% | -1.0% |
| 6M | +13.6% | -14.9% | +28.5% | +18.5% |
| YTD | +20.8% | -24.1% | +44.8% | +30.3% |
| 1Y | +26.4% | -25.4% | +51.8% | +37.0% |
| 3Y | +60.7% | +8.0% | +52.7% | +53.5% |
| 5Y | +38.2% | -37.3% | +75.5% | +53.9% |
| 10Y | +169.5% | +116.8% | +52.7% | +105.1% |
| All | +808.3% | +807.7% | +0.6% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling