+876.7%
IAU vs RMBS
+374.0%
+502.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | -12.2% | +16.6% | +4.6% |
| 3M | -1.1% | -49.5% | +48.5% | -0.1% |
| 6M | -13.7% | -7.1% | -6.6% | -13.7% |
| YTD | +2.7% | -7.0% | +9.7% | +2.7% |
| 1Y | +24.6% | +13.3% | +11.3% | +24.3% |
| 3Y | +126.8% | +49.2% | +77.6% | +125.1% |
| 5Y | +139.5% | +250.0% | -110.5% | +135.9% |
| 10Y | +226.3% | +495.1% | -268.9% | +219.9% |
| All | +876.7% | +374.0% | +502.7% | +886.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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