+1,227.7%
TRMB vs IBN
+1,532.9%
-305.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | +6.8% | +17.1% | -10.3% | +2.0% |
| 6M | -14.9% | +3.4% | -18.3% | -15.9% |
| YTD | -24.1% | +2.5% | -26.6% | -24.8% |
| 1Y | -25.4% | -4.2% | -21.2% | -24.9% |
| 3Y | +8.0% | +32.4% | -24.4% | -1.7% |
| 5Y | -37.3% | +59.2% | -96.5% | -46.0% |
| 10Y | +116.8% | +345.7% | -228.9% | +32.6% |
| All | +1,227.7% | +1,532.9% | -305.2% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling