+113.6%
TRMB vs IBN
+316.4%
-202.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.4% | -5.5% | 0.0% | -3.6% |
| 30D | -2.0% | -3.4% | +1.4% | -0.9% |
| 3M | +12.3% | +8.7% | +3.7% | +9.1% |
| 6M | -17.6% | +3.7% | -21.3% | -18.8% |
| YTD | -27.5% | -2.4% | -25.1% | -27.1% |
| 1Y | -29.1% | -8.1% | -21.0% | -27.6% |
| 3Y | +11.5% | +26.3% | -14.8% | +0.9% |
| 5Y | -39.5% | +54.9% | -94.4% | -49.1% |
| All | +113.6% | +316.4% | -202.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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