+1,135.5%
IJR vs RMBS
+124.7%
+1,010.7%
-58.2%
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 | -1.1% | +3.5% | -4.6% | -1.6% |
| 30D | -3.6% | -8.6% | +5.0% | -2.5% |
| 3M | +2.3% | -40.3% | +42.6% | +9.2% |
| 6M | +14.3% | -1.0% | +15.3% | +11.6% |
| YTD | +19.3% | -4.6% | +23.9% | +16.1% |
| 1Y | +22.6% | +17.6% | +5.0% | +14.6% |
| 3Y | +53.5% | +58.6% | -5.1% | +32.8% |
| 5Y | +39.9% | +270.9% | -231.0% | +5.9% |
| 10Y | +172.1% | +569.1% | -397.0% | +88.2% |
| All | +1,135.5% | +124.7% | +1,010.7% | +570.8% |
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