+40.0%
IWM vs RMBS
+260.2%
-220.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.8% |
| 7D | +1.4% | +3.0% | -1.5% | +0.8% |
| 30D | -2.3% | -14.4% | +12.1% | +0.9% |
| 3M | +4.0% | -42.8% | +46.8% | +16.0% |
| 6M | +17.9% | -1.4% | +19.3% | +12.6% |
| YTD | +20.2% | -5.4% | +25.6% | +14.0% |
| 1Y | +25.0% | +18.6% | +6.4% | +9.5% |
| 3Y | +66.0% | +57.3% | +8.7% | +24.1% |
| 5Y | +40.0% | +265.7% | -225.7% | -30.8% |
| All | +40.0% | +260.2% | -220.2% | -30.8% |
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