+77.4%
IBM vs RMBS
+56.5%
+20.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | +3.6% | +3.5% | +0.1% | +3.3% |
| 30D | +1.5% | -8.6% | +10.1% | +2.2% |
| 3M | -12.9% | -40.3% | +27.4% | -9.2% |
| 6M | -3.9% | -1.0% | -2.9% | -7.4% |
| YTD | -17.3% | -4.6% | -12.7% | -20.1% |
| 1Y | -5.0% | +17.6% | -22.6% | -11.0% |
| All | +77.4% | +56.5% | +20.9% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling