+1,031.6%
IBM vs RMBS
+1,339.3%
-307.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -0.3% | -0.3% | +0.1% | -0.3% |
| 30D | +0.3% | -12.2% | +12.4% | +1.5% |
| 3M | -21.6% | -49.5% | +27.9% | -16.6% |
| 6M | -4.7% | -7.1% | +2.5% | -6.3% |
| YTD | -19.1% | -7.0% | -12.1% | -20.7% |
| 1Y | -2.5% | +13.3% | -15.8% | -7.2% |
| 3Y | +74.2% | +49.2% | +24.9% | +56.1% |
| 5Y | +113.1% | +250.0% | -136.8% | +71.6% |
| 10Y | +133.5% | +495.1% | -361.6% | +75.0% |
| All | +1,031.6% | +1,339.3% | -307.8% | +376.9% |
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