-12.4%
IP vs RMBS
+208.7%
-221.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.1% | +0.1% |
| 7D | -5.1% | -12.0% | +6.9% | -4.0% |
| 30D | +8.5% | -33.1% | +41.7% | +12.8% |
| 3M | -13.8% | -23.7% | +9.9% | -12.0% |
| 6M | +5.7% | -42.7% | +48.4% | +10.4% |
| YTD | -9.1% | -18.9% | +9.8% | -11.2% |
| 1Y | -0.8% | -30.0% | +29.2% | -1.6% |
| 3Y | +14.8% | +28.8% | -14.0% | -0.9% |
| All | -12.4% | +208.7% | -221.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling