+1,086.8%
IBM vs RMBS
+1,331.1%
-244.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -0.3% | +21.9% | -22.2% | -2.4% |
| 30D | +6.8% | -13.4% | +20.2% | +8.0% |
| 3M | +4.4% | -15.9% | +20.3% | +5.6% |
| 6M | +13.2% | -34.8% | +48.0% | +16.2% |
| YTD | -15.1% | -7.5% | -7.6% | -17.3% |
| 1Y | -20.2% | -16.9% | -3.3% | -21.5% |
| 3Y | +79.3% | +35.5% | +43.8% | +61.8% |
| 5Y | +147.5% | +254.2% | -106.7% | +97.8% |
| 10Y | +140.2% | +558.2% | -418.0% | +77.3% |
| All | +1,086.8% | +1,331.1% | -244.2% | +397.4% |
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