+95.4%
TRMB vs IAG
+389.3%
-293.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +2.8% | -7.7% | +10.5% | +3.2% |
| 30D | -5.9% | +1.6% | -7.4% | -6.1% |
| 3M | -3.3% | -2.4% | -0.9% | -3.4% |
| 6M | +1.3% | -7.8% | +9.2% | +1.3% |
| YTD | -29.0% | +5.0% | -34.0% | -30.0% |
| 1Y | -27.8% | +25.7% | -53.4% | -29.7% |
| 3Y | +36.3% | +694.5% | -658.2% | +17.1% |
| 5Y | -35.8% | +421.7% | -457.5% | -46.2% |
| All | +95.4% | +389.3% | -293.9% | +65.6% |
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