-29.1%
TRMB vs IRM
+20.9%
-50.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -5.0% |
| 30D | -2.0% | -7.8% | +5.8% | -0.2% |
| 3M | +12.3% | -7.9% | +20.2% | +13.8% |
| 6M | -17.6% | +6.3% | -23.9% | -21.0% |
| YTD | -27.5% | +38.2% | -65.6% | -37.0% |
| 1Y | -29.1% | +19.8% | -48.9% | -35.1% |
| All | -29.1% | +20.9% | -50.0% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling