+39.8%
IJR vs RMBS
+265.4%
-225.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | +0.2% | -39.8% | +40.0% | +9.3% |
| 6M | +14.7% | -6.0% | +20.7% | +10.7% |
| YTD | +18.9% | -5.4% | +24.2% | +12.8% |
| 1Y | +19.9% | -1.8% | +21.8% | +11.1% |
| 3Y | +53.0% | +53.7% | -0.6% | +17.6% |
| All | +39.8% | +265.4% | -225.6% | -26.4% |
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