-38.7%
TRMB vs IAG
+804.8%
-843.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.5% |
| 7D | -2.9% | +1.7% | -4.6% | -3.1% |
| 30D | -1.8% | +11.4% | -13.2% | -2.9% |
| 3M | +8.4% | +33.0% | -24.6% | +5.0% |
| 6M | -18.5% | -6.0% | -12.5% | -18.6% |
| YTD | -26.7% | +24.6% | -51.3% | -29.6% |
| 1Y | -28.3% | +105.0% | -133.3% | -35.2% |
| 3Y | +12.6% | +837.9% | -825.3% | -19.3% |
| 5Y | -38.7% | +817.0% | -855.7% | -58.4% |
| All | -38.7% | +804.8% | -843.6% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling