+19.4%
IVV vs RMBS
+14.4%
+5.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.5% | +3.0% | -2.4% | +0.2% |
| 30D | -1.0% | -14.4% | +13.4% | +0.4% |
| 3M | +3.9% | -42.8% | +46.7% | +8.6% |
| 6M | +14.5% | -1.4% | +15.9% | +12.2% |
| YTD | +12.9% | -5.4% | +18.3% | +10.2% |
| 1Y | +19.4% | +18.6% | +0.8% | +14.9% |
| All | +19.4% | +14.4% | +5.0% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling