+25.8%
IWM vs RMBS
+240.0%
-214.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.3% | -8.4% | +8.7% | +1.8% |
| 30D | +0.6% | -24.9% | +25.4% | +6.1% |
| 3M | -6.2% | -15.8% | +9.6% | -4.0% |
| 6M | -0.8% | -37.5% | +36.7% | +6.3% |
| YTD | +14.8% | -12.1% | +26.9% | +9.3% |
| 1Y | +16.1% | -27.0% | +43.1% | +15.3% |
| 3Y | +71.5% | +28.8% | +42.7% | +35.1% |
| 5Y | +25.8% | +236.2% | -210.5% | -39.1% |
| All | +25.8% | +240.0% | -214.3% | -39.1% |
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 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