+990.2%
IBKR vs RMBS
+566.4%
+423.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.6% |
| 7D | -1.3% | +1.8% | -3.1% | -1.9% |
| 30D | -0.2% | -13.9% | +13.7% | +4.1% |
| 3M | +3.0% | -39.8% | +42.8% | +17.4% |
| 6M | +33.9% | -6.0% | +39.9% | +27.6% |
| YTD | +42.5% | -5.4% | +47.9% | +33.6% |
| 1Y | +44.9% | -1.8% | +46.7% | +32.1% |
| 3Y | +293.0% | +53.7% | +239.3% | +180.4% |
| 5Y | +497.7% | +268.5% | +229.1% | +181.6% |
| All | +990.2% | +566.4% | +423.8% | +280.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling