+75.0%
IWF vs RMBS
+267.8%
-192.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +0.5% | +3.5% | -2.9% | -0.2% |
| 30D | -1.4% | -8.6% | +7.2% | +0.4% |
| 3M | +0.4% | -40.3% | +40.8% | +11.3% |
| 6M | +8.5% | -1.0% | +9.4% | +3.2% |
| YTD | +3.7% | -4.6% | +8.3% | -2.3% |
| 1Y | +8.5% | +17.6% | -9.1% | -5.8% |
| 3Y | +78.5% | +58.6% | +19.9% | +29.8% |
| All | +75.0% | +267.8% | -192.8% | -19.7% |
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