+68.2%
IVV vs RMBS
+208.7%
-140.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.6% | -0.8% |
| 7D | -2.7% | -12.0% | +9.3% | -0.9% |
| 30D | -5.4% | -33.1% | +27.8% | +0.6% |
| 3M | -4.1% | -23.7% | +19.6% | -0.7% |
| 6M | +0.7% | -42.7% | +43.4% | +7.8% |
| YTD | +8.7% | -18.9% | +27.6% | +5.9% |
| 1Y | +11.0% | -30.0% | +41.0% | +10.8% |
| 3Y | +75.4% | +28.8% | +46.6% | +42.3% |
| All | +68.2% | +208.7% | -140.6% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling