+144.5%
IBM vs RMBS
+557.5%
-413.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.2% |
| 7D | +3.6% | +3.5% | +0.1% | +3.0% |
| 30D | +1.5% | -8.6% | +10.1% | +2.9% |
| 3M | -12.9% | -40.3% | +27.4% | -6.4% |
| 6M | -3.9% | -1.0% | -2.9% | -8.8% |
| YTD | -17.3% | -4.6% | -12.7% | -21.5% |
| 1Y | -5.0% | +17.6% | -22.6% | -15.0% |
| 3Y | +78.2% | +58.6% | +19.6% | +38.8% |
| 5Y | +120.6% | +270.9% | -150.3% | +25.4% |
| 10Y | +144.5% | +569.1% | -424.6% | +3.2% |
| All | +144.5% | +557.5% | -413.1% | +3.2% |
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