-38.7%
TRMB vs IBN
+54.0%
-92.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | -2.9% | -5.1% | +2.2% | -0.7% |
| 30D | -1.8% | -3.5% | +1.7% | -0.3% |
| 3M | +8.4% | +11.3% | -2.9% | +3.2% |
| 6M | -18.5% | +4.4% | -23.0% | -20.3% |
| YTD | -26.7% | -1.8% | -24.9% | -26.5% |
| 1Y | -28.3% | -8.0% | -20.3% | -26.4% |
| 3Y | +12.6% | +27.1% | -14.5% | -4.6% |
| 5Y | -38.7% | +54.5% | -93.2% | -55.6% |
| All | -38.7% | +54.0% | -92.7% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling