+188.3%
ITW vs RMBS
+566.4%
-378.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | -8.3% | -13.9% | +5.6% | -5.9% |
| 3M | +6.0% | -39.8% | +45.8% | +15.1% |
| 6M | 0.0% | -6.0% | +6.0% | -3.7% |
| YTD | +10.2% | -5.4% | +15.6% | +4.1% |
| 1Y | +3.2% | -1.8% | +5.0% | -5.4% |
| 3Y | +21.0% | +53.7% | -32.7% | -10.1% |
| 5Y | +37.9% | +268.5% | -230.6% | -29.6% |
| All | +188.3% | +566.4% | -378.2% | +7.4% |
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