+808.3%
IWM vs RMBS
+119.1%
+689.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -1.3% | -12.2% | +10.9% | +0.6% |
| 3M | +1.6% | -49.5% | +51.1% | +11.9% |
| 6M | +13.6% | -7.1% | +20.7% | +11.9% |
| YTD | +20.8% | -7.0% | +27.7% | +18.0% |
| 1Y | +26.4% | +13.3% | +13.1% | +18.5% |
| 3Y | +60.7% | +49.2% | +11.4% | +39.2% |
| 5Y | +38.2% | +250.0% | -211.8% | +3.8% |
| 10Y | +169.5% | +495.1% | -325.7% | +84.9% |
| All | +808.3% | +119.1% | +689.1% | +372.2% |
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 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