-30.0%
IBIT vs RMBS
-18.4%
-11.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.0% |
| 7D | -9.2% | +10.3% | -19.5% | -10.6% |
| 30D | -15.8% | -10.7% | -5.1% | -14.6% |
| 3M | +8.5% | -17.2% | +25.7% | +10.8% |
| 6M | -13.7% | -39.0% | +25.3% | -9.1% |
| YTD | -21.6% | -10.5% | -11.1% | -29.7% |
| 1Y | -30.0% | -11.0% | -19.0% | -37.4% |
| All | -30.0% | -18.4% | -11.6% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling