-28.4%
TRMB vs IAG
+98.5%
-126.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.4% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | -1.8% | +11.4% | -13.2% | -2.2% |
| 3M | +8.4% | +33.0% | -24.6% | +7.2% |
| 6M | -18.5% | -6.0% | -12.5% | -17.8% |
| YTD | -26.7% | +24.6% | -51.3% | -29.1% |
| All | -28.4% | +98.5% | -126.8% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling