+503.6%
IBKR vs RMBS
+265.4%
+238.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | -0.2% | -13.9% | +13.7% | +3.5% |
| 3M | +3.0% | -39.8% | +42.8% | +15.1% |
| 6M | +33.9% | -6.0% | +39.9% | +28.3% |
| YTD | +42.5% | -5.4% | +47.9% | +34.7% |
| 1Y | +44.9% | -1.8% | +46.7% | +34.0% |
| 3Y | +293.0% | +53.7% | +239.3% | +197.5% |
| All | +503.6% | +265.4% | +238.2% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling