+307.7%
RMBS vs IAG
+303.8%
+3.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +10.3% | -7.7% | +18.0% | +11.3% |
| 30D | -10.7% | +1.6% | -12.3% | -11.0% |
| 3M | -17.2% | -2.4% | -14.8% | -17.2% |
| 6M | -39.0% | -7.8% | -31.2% | -38.7% |
| YTD | -10.5% | +5.0% | -15.5% | -11.6% |
| 1Y | -11.0% | +25.7% | -36.7% | -13.6% |
| 3Y | +31.3% | +694.5% | -663.2% | +5.3% |
| 5Y | +242.8% | +421.7% | -178.9% | +175.8% |
| 10Y | +536.9% | +382.5% | +154.5% | +385.1% |
| All | +307.7% | +303.8% | +3.9% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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