-11.0%
RMBS vs IBB
+29.7%
-40.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +10.3% | -0.5% | +10.9% | +10.9% |
| 30D | -10.7% | +4.6% | -15.3% | -12.3% |
| 3M | -17.2% | +6.8% | -24.0% | -20.8% |
| 6M | -39.0% | +23.1% | -62.1% | -49.4% |
| YTD | -10.5% | +26.0% | -36.5% | -26.9% |
| 1Y | -11.0% | +30.4% | -41.4% | -29.2% |
| All | -11.0% | +29.7% | -40.6% | -29.2% |
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