+113.6%
TRMB vs IRM
+430.1%
-316.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | -2.0% | -7.8% | +5.8% | +1.0% |
| 3M | +12.3% | -7.9% | +20.2% | +15.2% |
| 6M | -17.6% | +6.3% | -23.9% | -20.7% |
| YTD | -27.5% | +38.2% | -65.6% | -37.7% |
| 1Y | -29.1% | +19.8% | -48.9% | -35.6% |
| 3Y | +11.5% | +98.8% | -87.3% | -22.2% |
| 5Y | -39.5% | +191.8% | -231.2% | -64.4% |
| All | +113.6% | +430.1% | -316.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling