+34.1%
TRMB vs IBN
+59.0%
-24.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -16.6% | +15.8% | -32.3% | -19.5% |
| 30D | -8.9% | +25.1% | -33.9% | -14.0% |
| 3M | -6.3% | +16.0% | -22.3% | -9.8% |
| 6M | -10.0% | +32.8% | -42.7% | -16.4% |
| YTD | -30.1% | +18.0% | -48.1% | -33.3% |
| 1Y | -31.3% | +15.9% | -47.2% | -34.2% |
| All | +34.1% | +59.0% | -24.9% | +19.2% |
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