-39.3%
TRMB vs IBB
+37.5%
-76.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | -0.4% |
| 7D | -16.7% | -1.8% | -14.8% | -16.1% |
| 30D | -9.9% | +5.1% | -15.0% | -13.9% |
| 3M | -7.6% | +10.7% | -18.3% | -15.9% |
| 6M | -14.7% | +22.9% | -37.6% | -29.0% |
| YTD | -30.9% | +26.7% | -57.6% | -44.5% |
| 1Y | -31.3% | +35.1% | -66.5% | -47.9% |
| 3Y | +29.4% | +80.2% | -50.8% | -25.7% |
| All | -39.3% | +37.5% | -76.8% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling