+40.9%
ICE vs RMBS
+240.2%
-199.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.5% |
| 7D | +3.6% | +10.3% | -6.7% | +3.1% |
| 30D | +15.1% | -10.7% | +25.8% | +15.5% |
| 3M | +15.4% | -17.2% | +32.6% | +16.1% |
| 6M | +16.1% | -39.0% | +55.2% | +18.4% |
| YTD | +11.4% | -10.5% | +21.9% | +8.0% |
| 1Y | +18.5% | -11.0% | +29.4% | +14.7% |
| 3Y | +70.5% | +31.3% | +39.2% | +51.0% |
| All | +40.9% | +240.2% | -199.3% | -9.2% |
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