+17.6%
IP vs RMBS
+534.0%
-516.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +2.0% |
| 7D | -0.3% | +10.3% | -10.6% | -2.1% |
| 30D | +7.9% | -10.7% | +18.7% | +9.4% |
| 3M | -15.3% | -17.2% | +1.9% | -13.4% |
| 6M | +10.5% | -39.0% | +49.5% | +17.5% |
| YTD | -9.4% | -10.5% | +1.1% | -14.4% |
| 1Y | -4.6% | -11.0% | +6.3% | -10.2% |
| 3Y | +21.2% | +31.3% | -10.1% | -5.3% |
| 5Y | -13.3% | +242.8% | -256.1% | -55.4% |
| All | +17.6% | +534.0% | -516.4% | -57.7% |
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