+23.7%
IP vs RMBS
+536.4%
-512.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | 0.0% | -8.4% | +8.4% | +1.3% |
| 30D | +9.4% | -24.9% | +34.2% | +14.4% |
| 3M | -14.1% | -15.8% | +1.7% | -12.4% |
| 6M | +9.2% | -37.5% | +46.7% | +15.5% |
| YTD | -7.5% | -12.1% | +4.6% | -12.3% |
| 1Y | -2.8% | -27.0% | +24.2% | -4.5% |
| 3Y | +21.2% | +28.8% | -7.6% | -4.9% |
| 5Y | -11.5% | +236.2% | -247.7% | -54.3% |
| 10Y | +23.7% | +546.6% | -522.9% | -55.0% |
| All | +23.7% | +536.4% | -512.7% | -55.0% |
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