+128.9%
IEF vs RMBS
+1,566.3%
-1,437.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.3% |
| 30D | -0.6% | -8.6% | +8.0% | -0.7% |
| 3M | -1.0% | -40.3% | +39.3% | -1.7% |
| 6M | -3.1% | -1.0% | -2.1% | -2.8% |
| YTD | -1.9% | -4.6% | +2.7% | -1.5% |
| 1Y | -1.4% | +17.6% | -18.9% | -0.5% |
| 3Y | +9.8% | +58.6% | -48.9% | +12.1% |
| 5Y | -8.8% | +270.9% | -279.8% | -5.0% |
| 10Y | +4.7% | +569.1% | -564.4% | +11.2% |
| All | +128.9% | +1,566.3% | -1,437.4% | +173.6% |
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