-37.2%
TRMB vs IFF
-35.8%
-1.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | -3.0% | -3.2% | +0.1% | -2.0% |
| 30D | +2.3% | -0.3% | +2.6% | +2.4% |
| 3M | +15.3% | +8.4% | +6.9% | +12.0% |
| 6M | -14.7% | +23.0% | -37.7% | -21.7% |
| YTD | -26.4% | +25.5% | -51.9% | -33.3% |
| 1Y | -30.4% | +29.1% | -59.5% | -37.8% |
| 3Y | +13.5% | +31.7% | -18.1% | -5.2% |
| All | -37.2% | -35.8% | -1.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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