+53.0%
IJR vs RMBS
+55.3%
-2.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -2.2% | +1.8% | -3.9% | -2.5% |
| 30D | -4.6% | -13.9% | +9.3% | -2.3% |
| 3M | +0.2% | -39.8% | +40.0% | +8.0% |
| 6M | +14.7% | -6.0% | +20.7% | +11.2% |
| YTD | +18.9% | -5.4% | +24.2% | +13.6% |
| 1Y | +19.9% | -1.8% | +21.8% | +12.1% |
| 3Y | +53.0% | +53.7% | -0.6% | +23.5% |
| All | +53.0% | +55.3% | -2.3% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling