-11.9%
IBIT vs RMBS
-34.4%
+22.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -6.2% | +21.9% | -28.1% | -8.1% |
| 30D | -14.4% | -13.4% | -0.9% | -13.5% |
| 3M | +12.5% | -15.9% | +28.3% | +13.4% |
| 6M | -11.9% | -34.8% | +22.9% | -11.3% |
| All | -11.9% | -34.4% | +22.6% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling