+26.8%
IP vs RMBS
+571.2%
-544.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +1.4% |
| 7D | -3.0% | -3.9% | +0.9% | -2.7% |
| 30D | +10.6% | -24.9% | +35.5% | +15.7% |
| 3M | -13.6% | -20.5% | +6.9% | -11.0% |
| 6M | +10.4% | -37.5% | +47.9% | +16.8% |
| YTD | -6.5% | -12.1% | +5.6% | -11.3% |
| 1Y | -2.1% | -25.0% | +22.9% | -4.4% |
| 3Y | +22.0% | +36.1% | -14.1% | -5.9% |
| 5Y | -9.7% | +236.1% | -245.9% | -53.3% |
| 10Y | +26.8% | +541.3% | -514.5% | -53.8% |
| All | +26.8% | +571.2% | -544.4% | -53.8% |
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 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