+120.8%
TRMB vs IBB
+122.2%
-1.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -1.7% |
| 7D | -2.9% | -3.9% | +1.0% | 0.0% |
| 30D | -1.8% | +2.7% | -4.5% | -4.1% |
| 3M | +8.4% | +21.4% | -12.9% | -7.1% |
| 6M | -18.5% | +20.1% | -38.6% | -30.0% |
| YTD | -26.7% | +21.9% | -48.6% | -38.1% |
| 1Y | -28.3% | +44.1% | -72.4% | -47.0% |
| 3Y | +12.6% | +63.4% | -50.8% | -25.5% |
| 5Y | -38.7% | +19.8% | -58.5% | -48.7% |
| 10Y | +120.8% | +127.0% | -6.2% | +18.8% |
| All | +120.8% | +122.2% | -1.5% | +18.8% |
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