+15.7%
TRMB vs IBN
+28.0%
-12.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | +0.3% |
| 30D | -1.2% | -2.3% | +1.1% | -0.6% |
| 3M | +9.6% | +15.9% | -6.3% | +5.1% |
| 6M | -16.1% | +5.6% | -21.7% | -17.6% |
| YTD | -25.0% | -0.1% | -24.9% | -25.3% |
| 1Y | -27.7% | -6.5% | -21.2% | -27.0% |
| All | +15.7% | +28.0% | -12.3% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling