+724.9%
IWF vs RMBS
+122.8%
+602.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +1.5% | +3.0% | -1.5% | +1.1% |
| 30D | -1.3% | -14.4% | +13.1% | +0.8% |
| 3M | +0.1% | -42.8% | +43.0% | +7.6% |
| 6M | +10.3% | -1.4% | +11.7% | +7.9% |
| YTD | +4.2% | -5.4% | +9.6% | +1.7% |
| 1Y | +9.3% | +18.6% | -9.3% | +2.3% |
| 3Y | +79.3% | +57.3% | +22.1% | +56.3% |
| 5Y | +73.8% | +265.7% | -191.9% | +33.7% |
| 10Y | +410.9% | +546.0% | -135.1% | +259.6% |
| All | +724.9% | +122.8% | +602.1% | +342.7% |
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 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