-37.2%
TRMB vs IRM
+192.6%
-229.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.3% | +1.6% | -1.9% | -1.0% |
| 30D | -1.2% | -4.2% | +3.0% | +0.3% |
| 3M | +9.6% | -5.4% | +15.0% | +11.2% |
| 6M | -16.1% | +12.0% | -28.1% | -21.5% |
| YTD | -25.0% | +42.0% | -67.0% | -37.3% |
| 1Y | -27.7% | +29.9% | -57.6% | -37.4% |
| 3Y | +15.3% | +104.4% | -89.1% | -28.7% |
| All | -37.2% | +192.6% | -229.9% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling