+212.3%
IEFA vs RMBS
+1,784.9%
-1,572.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.2% |
| 7D | -0.5% | +3.5% | -3.9% | -1.0% |
| 30D | -1.1% | -8.6% | +7.5% | +0.3% |
| 3M | +5.1% | -40.3% | +45.4% | +13.5% |
| 6M | +9.3% | -1.0% | +10.3% | +5.8% |
| YTD | +13.0% | -4.6% | +17.6% | +8.7% |
| 1Y | +19.2% | +17.6% | +1.6% | +8.6% |
| 3Y | +67.0% | +58.6% | +8.3% | +34.7% |
| 5Y | +51.1% | +270.9% | -219.8% | -2.2% |
| 10Y | +146.5% | +569.1% | -422.6% | +34.7% |
| All | +212.3% | +1,784.9% | -1,572.6% | +45.9% |
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