+3,219.5%
TRMB vs IFF
+750.1%
+2,469.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -2.9% | -3.0% | +0.1% | -1.6% |
| 30D | -1.8% | -0.9% | -0.9% | -1.4% |
| 3M | +8.4% | +11.8% | -3.4% | +2.9% |
| 6M | -18.5% | +16.5% | -35.1% | -25.5% |
| YTD | -26.7% | +26.5% | -53.3% | -35.7% |
| 1Y | -28.3% | +32.7% | -61.0% | -38.5% |
| 3Y | +12.6% | +32.0% | -19.4% | -6.5% |
| 5Y | -38.7% | -36.1% | -2.6% | -31.6% |
| 10Y | +120.8% | -20.1% | +140.8% | +110.5% |
| All | +3,219.5% | +750.1% | +2,469.4% | +956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling