+309.6%
IVV vs RMBS
+571.2%
-261.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -6.0% | +0.6% |
| 7D | +0.1% | -3.9% | +4.0% | +0.5% |
| 30D | -3.3% | -24.9% | +21.6% | +2.1% |
| 3M | -2.4% | -20.5% | +18.1% | +1.1% |
| 6M | +2.6% | -37.5% | +40.1% | +9.8% |
| YTD | +11.3% | -12.1% | +23.4% | +5.6% |
| 1Y | +13.4% | -25.0% | +38.5% | +11.4% |
| 3Y | +80.3% | +36.1% | +44.2% | +37.5% |
| 5Y | +72.7% | +236.1% | -163.4% | -9.8% |
| 10Y | +309.6% | +541.3% | -231.7% | +55.2% |
| All | +309.6% | +571.2% | -261.5% | +55.2% |
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