+699.9%
IYR vs RMBS
+6.4%
+693.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.4% | +3.0% | -3.3% | -0.7% |
| 30D | -2.5% | -14.4% | +11.9% | -1.2% |
| 3M | +1.5% | -42.8% | +44.3% | +6.3% |
| 6M | +3.9% | -1.4% | +5.3% | +1.8% |
| YTD | +9.5% | -5.4% | +15.0% | +7.2% |
| 1Y | +7.5% | +18.6% | -11.1% | +1.9% |
| 3Y | +30.8% | +57.3% | -26.5% | +16.8% |
| 5Y | +4.8% | +265.7% | -260.9% | -15.2% |
| 10Y | +64.3% | +546.0% | -481.7% | +23.5% |
| All | +699.9% | +6.4% | +693.5% | +415.4% |
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