+6.1%
IYR vs TRMB
-39.6%
+45.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | -2.8% | -5.4% | +2.6% | -1.2% |
| 30D | -2.5% | -2.0% | -0.6% | -2.1% |
| 3M | -3.0% | +12.3% | -15.3% | -6.6% |
| 6M | +1.6% | -17.6% | +19.2% | +6.9% |
| YTD | +7.3% | -27.5% | +34.8% | +17.1% |
| 1Y | +5.6% | -29.1% | +34.7% | +15.7% |
| 3Y | +28.1% | +11.5% | +16.6% | +16.1% |
| 5Y | +6.1% | -39.5% | +45.6% | +15.7% |
| All | +6.1% | -39.6% | +45.7% | +15.7% |
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 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