+1,104.0%
IBM vs RMBS
+1,337.6%
-233.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.9% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | +10.1% | -15.5% | +25.6% | +11.6% |
| 3M | +4.8% | -11.5% | +16.3% | +5.4% |
| 6M | +12.6% | -36.5% | +49.1% | +15.9% |
| YTD | -13.9% | -7.1% | -6.8% | -16.2% |
| 1Y | -18.7% | -18.7% | -0.1% | -19.8% |
| 3Y | +81.9% | +36.2% | +45.7% | +64.1% |
| 5Y | +148.3% | +252.0% | -103.7% | +98.6% |
| 10Y | +143.6% | +561.2% | -417.6% | +79.8% |
| All | +1,104.0% | +1,337.6% | -233.6% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling