+50.4%
IEFA vs RMBS
+265.4%
-215.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -1.6% | +1.8% | -3.3% | -1.8% |
| 30D | -1.5% | -13.9% | +12.4% | +0.4% |
| 3M | +3.4% | -39.8% | +43.2% | +9.9% |
| 6M | +9.5% | -6.0% | +15.5% | +7.4% |
| YTD | +13.0% | -5.4% | +18.4% | +9.6% |
| 1Y | +18.0% | -1.8% | +19.8% | +12.4% |
| 3Y | +65.4% | +53.7% | +11.7% | +37.5% |
| All | +50.4% | +265.4% | -215.0% | -5.1% |
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