+166.4%
IWM vs RMBS
+566.4%
-400.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | -4.6% | -13.9% | +9.3% | -0.7% |
| 3M | -0.3% | -39.8% | +39.5% | +12.9% |
| 6M | +14.7% | -6.0% | +20.7% | +9.6% |
| YTD | +17.8% | -5.4% | +23.2% | +10.0% |
| 1Y | +21.2% | -1.8% | +23.0% | +9.3% |
| 3Y | +62.3% | +53.7% | +8.7% | +12.8% |
| 5Y | +38.7% | +268.5% | -229.8% | -38.5% |
| All | +166.4% | +566.4% | -400.1% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling