+98.3%
TRMB vs IBB
+132.8%
-34.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.7% | +2.8% |
| 7D | +4.1% | -1.4% | +5.5% | +5.0% |
| 30D | -5.1% | +6.8% | -11.9% | -10.3% |
| 3M | -2.6% | +9.2% | -11.8% | -10.2% |
| 6M | -2.7% | +28.3% | -31.0% | -21.3% |
| YTD | -27.9% | +29.4% | -57.3% | -42.5% |
| 1Y | -29.0% | +33.2% | -62.2% | -44.7% |
| 3Y | +35.0% | +90.2% | -55.2% | -22.1% |
| 5Y | -33.9% | +44.0% | -77.9% | -52.4% |
| All | +98.3% | +132.8% | -34.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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