+776.1%
IVV vs RMBS
+86.3%
+689.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +0.1% | -12.2% | +12.2% | +1.5% |
| 3M | +2.0% | -49.5% | +51.5% | +9.9% |
| 6M | +13.0% | -7.1% | +20.2% | +11.7% |
| YTD | +13.6% | -7.0% | +20.6% | +11.4% |
| 1Y | +20.1% | +13.3% | +6.7% | +13.9% |
| 3Y | +77.6% | +49.2% | +28.4% | +57.9% |
| 5Y | +82.5% | +250.0% | -167.5% | +45.0% |
| 10Y | +316.5% | +495.1% | -178.6% | +206.7% |
| All | +776.1% | +86.3% | +689.8% | +395.9% |
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