+112.0%
IBM vs RMBS
+260.2%
-148.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | -1.5% | -14.4% | +12.9% | -0.2% |
| 3M | -16.8% | -42.8% | +26.1% | -12.6% |
| 6M | -9.0% | -1.4% | -7.6% | -12.1% |
| YTD | -20.1% | -5.4% | -14.6% | -22.5% |
| 1Y | -7.0% | +18.6% | -25.6% | -13.0% |
| 3Y | +72.4% | +57.3% | +15.1% | +50.5% |
| 5Y | +112.0% | +265.7% | -153.7% | +71.7% |
| All | +112.0% | +260.2% | -148.3% | +71.7% |
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 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