+1,887.9%
ITW vs RMBS
+1,376.2%
+511.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -1.9% | +3.5% | -5.4% | -2.2% |
| 30D | -10.4% | -8.6% | -1.8% | -9.7% |
| 3M | +3.5% | -40.3% | +43.8% | +8.0% |
| 6M | -3.4% | -1.0% | -2.4% | -5.0% |
| YTD | +8.5% | -4.6% | +13.1% | +6.4% |
| 1Y | +3.2% | +17.6% | -14.3% | -1.7% |
| 3Y | +18.9% | +58.6% | -39.7% | +7.0% |
| 5Y | +35.0% | +270.9% | -235.9% | +11.0% |
| 10Y | +188.6% | +569.1% | -380.4% | +122.5% |
| All | +1,887.9% | +1,376.2% | +511.7% | +990.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling