+98.9%
TRMB vs IBB
+139.6%
-40.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -1.0% |
| 7D | -17.0% | +2.7% | -19.7% | -19.1% |
| 30D | -9.0% | +6.3% | -15.3% | -13.7% |
| 3M | -8.1% | +11.1% | -19.2% | -16.4% |
| 6M | -10.1% | +29.2% | -39.3% | -27.7% |
| YTD | -30.2% | +30.2% | -60.4% | -44.6% |
| 1Y | -30.7% | +39.5% | -70.2% | -48.0% |
| 3Y | +32.6% | +92.3% | -59.7% | -24.1% |
| 5Y | -38.1% | +43.0% | -81.1% | -55.2% |
| 10Y | +98.9% | +137.1% | -38.2% | +1.0% |
| All | +98.9% | +139.6% | -40.7% | +1.0% |
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