-18.7%
RMBS vs IBB
+36.8%
-55.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.3% |
| 7D | +3.0% | -1.4% | +4.3% | +4.7% |
| 30D | -15.5% | +6.8% | -22.3% | -18.6% |
| 3M | -11.5% | +9.2% | -20.7% | -17.0% |
| 6M | -36.5% | +28.3% | -64.9% | -49.8% |
| YTD | -7.1% | +29.4% | -36.5% | -26.7% |
| 1Y | -18.7% | +33.2% | -51.8% | -37.3% |
| All | -18.7% | +36.8% | -55.4% | -37.3% |
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