+2,001.8%
TRMB vs IRM
+9,844.9%
-7,843.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | +4.1% | +8.6% | -4.5% | +1.0% |
| 30D | -7.0% | 0.0% | -7.0% | -7.5% |
| 3M | -0.9% | -7.1% | +6.2% | +1.0% |
| 6M | -1.2% | -7.9% | +6.7% | +0.5% |
| YTD | -28.7% | +41.3% | -70.0% | -38.6% |
| 1Y | -32.1% | +20.7% | -52.8% | -38.0% |
| 3Y | +33.4% | +112.2% | -78.7% | -4.0% |
| 5Y | -35.6% | +191.2% | -226.8% | -59.1% |
| 10Y | +103.8% | +524.3% | -420.6% | -6.4% |
| All | +2,001.8% | +9,844.9% | -7,843.1% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling