+66.0%
IWM vs RMBS
+55.1%
+10.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.8% |
| 7D | +1.4% | +3.0% | -1.5% | +0.9% |
| 30D | -2.3% | -14.4% | +12.1% | +0.4% |
| 3M | +4.0% | -42.8% | +46.8% | +14.2% |
| 6M | +17.9% | -1.4% | +19.3% | +13.3% |
| YTD | +20.2% | -5.4% | +25.6% | +14.9% |
| 1Y | +25.0% | +18.6% | +6.4% | +11.7% |
| 3Y | +66.0% | +57.3% | +8.7% | +32.1% |
| All | +66.0% | +55.1% | +10.9% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling