+5.9%
IYR vs TRMB
-35.0%
+40.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -0.1% | +4.1% | -4.2% | -1.2% |
| 30D | +5.7% | -7.0% | +12.7% | +6.7% |
| 3M | -0.6% | -0.9% | +0.3% | -1.7% |
| 6M | +0.5% | -1.2% | +1.7% | -0.9% |
| YTD | +10.4% | -28.7% | +39.2% | +19.7% |
| 1Y | +9.2% | -32.1% | +41.3% | +20.0% |
| 3Y | +40.5% | +33.4% | +7.1% | +17.7% |
| 5Y | +5.9% | -35.6% | +41.5% | +13.3% |
| All | +5.9% | -35.0% | +40.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling