+1,248.7%
TRMB vs IAG
+368.9%
+879.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.3% | +4.3% | -4.5% | -0.6% |
| 30D | -1.2% | +9.8% | -11.0% | -2.1% |
| 3M | +9.6% | +28.9% | -19.3% | +6.7% |
| 6M | -16.1% | -7.6% | -8.5% | -16.3% |
| YTD | -25.0% | +22.0% | -46.9% | -27.4% |
| 1Y | -27.7% | +99.5% | -127.2% | -33.3% |
| 3Y | +15.3% | +818.3% | -803.0% | -9.8% |
| 5Y | -37.4% | +785.9% | -823.3% | -52.4% |
| 10Y | +117.5% | +381.1% | -263.6% | +61.6% |
| All | +1,248.7% | +368.9% | +879.8% | +794.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling