+30.8%
TRMB vs IRM
+105.2%
-74.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -16.6% | -5.1% | -11.5% | -15.6% |
| 30D | -8.9% | -3.3% | -5.6% | -8.4% |
| 3M | -6.3% | -8.2% | +1.8% | -4.6% |
| 6M | -10.0% | -12.8% | +2.8% | -7.2% |
| YTD | -30.1% | +36.6% | -66.7% | -38.6% |
| 1Y | -31.3% | +11.9% | -43.2% | -35.5% |
| 3Y | +30.8% | +105.1% | -74.3% | -25.5% |
| All | +30.8% | +105.2% | -74.4% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling