+312.0%
IVV vs RMBS
+555.1%
-243.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | +21.9% | -18.6% | -1.1% |
| 30D | -2.7% | -13.4% | +10.8% | -0.3% |
| 3M | -1.7% | -15.9% | +14.2% | +0.7% |
| 6M | +3.2% | -34.8% | +37.9% | +9.4% |
| YTD | +12.0% | -7.5% | +19.5% | +5.1% |
| 1Y | +12.1% | -16.9% | +29.0% | +7.5% |
| 3Y | +78.6% | +35.5% | +43.1% | +37.1% |
| 5Y | +73.8% | +254.2% | -180.4% | -10.4% |
| All | +312.0% | +555.1% | -243.1% | +54.3% |
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