-17.4%
RMBS vs IBB
+42.2%
-59.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -7.7% |
| 7D | -8.9% | +2.2% | -11.1% | -10.3% |
| 30D | -24.8% | +6.3% | -31.2% | -27.9% |
| 3M | -17.6% | +16.3% | -33.9% | -27.0% |
| 6M | -25.7% | +30.0% | -55.6% | -41.4% |
| YTD | -9.8% | +31.1% | -40.9% | -29.1% |
| 1Y | -17.4% | +42.0% | -59.3% | -39.2% |
| All | -17.4% | +42.2% | -59.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling