+116.7%
TRMB vs IAG
+427.6%
-310.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -3.0% | -1.1% | -2.0% | -3.0% |
| 30D | +2.3% | +12.1% | -9.8% | +1.6% |
| 3M | +15.3% | +25.5% | -10.2% | +13.6% |
| 6M | -14.7% | -7.1% | -7.6% | -14.8% |
| YTD | -26.4% | +22.9% | -49.3% | -28.0% |
| 1Y | -30.4% | +83.3% | -113.8% | -33.6% |
| 3Y | +13.5% | +808.5% | -795.0% | -3.1% |
| 5Y | -38.6% | +838.0% | -876.5% | -48.9% |
| All | +116.7% | +427.6% | -310.9% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling