+26.5%
IP vs RMBS
+512.9%
-486.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.1% | -0.4% |
| 7D | -5.1% | -12.0% | +6.9% | -3.2% |
| 30D | +8.5% | -33.1% | +41.7% | +16.0% |
| 3M | -13.8% | -23.7% | +9.9% | -10.6% |
| 6M | +5.7% | -42.7% | +48.4% | +13.6% |
| YTD | -9.1% | -18.9% | +9.8% | -12.5% |
| 1Y | -0.8% | -30.0% | +29.2% | -1.9% |
| 3Y | +14.8% | +28.8% | -14.0% | -10.9% |
| 5Y | -11.5% | +210.5% | -222.1% | -53.6% |
| All | +26.5% | +512.9% | -486.4% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling