+66.9%
IYR vs RMBS
+566.4%
-499.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -1.4% | +1.8% | -3.1% | -1.6% |
| 30D | -2.7% | -13.9% | +11.2% | -0.9% |
| 3M | -2.1% | -39.8% | +37.7% | +3.7% |
| 6M | +3.6% | -6.0% | +9.6% | +0.5% |
| YTD | +8.1% | -5.4% | +13.5% | +3.6% |
| 1Y | +4.7% | -1.8% | +6.5% | -1.7% |
| 3Y | +29.1% | +53.7% | -24.5% | +4.2% |
| 5Y | +6.9% | +268.5% | -261.6% | -34.7% |
| All | +66.9% | +566.4% | -499.5% | -19.7% |
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