-27.8%
TRMB vs IRM
+20.8%
-48.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.8% | +6.8% | -4.0% | +1.5% |
| 30D | -5.9% | +2.6% | -8.5% | -6.8% |
| 3M | -3.3% | -9.5% | +6.2% | -1.7% |
| 6M | +1.3% | -8.5% | +9.8% | +2.3% |
| YTD | -29.0% | +40.3% | -69.3% | -39.0% |
| 1Y | -27.8% | +28.7% | -56.4% | -35.7% |
| All | -27.8% | +20.8% | -48.5% | -35.7% |
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