+2,138.9%
TRMB vs IRM
+9,964.6%
-7,825.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.7% |
| 7D | -2.5% | -0.5% | -2.1% | -2.4% |
| 30D | +1.5% | -8.1% | +9.6% | +4.5% |
| 3M | +6.8% | -9.7% | +16.4% | +10.1% |
| 6M | -14.9% | +10.0% | -24.9% | -18.7% |
| YTD | -24.1% | +43.0% | -67.1% | -34.5% |
| 1Y | -25.4% | +32.7% | -58.1% | -34.1% |
| 3Y | +8.0% | +102.7% | -94.7% | -20.5% |
| 5Y | -37.3% | +187.6% | -224.9% | -59.8% |
| 10Y | +116.8% | +420.1% | -303.3% | +6.8% |
| All | +2,138.9% | +9,964.6% | -7,825.7% | +434.2% |
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