+16.6%
RMBS vs IBB
+45.7%
-29.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +3.4% |
| 7D | +3.0% | -1.7% | +4.6% | +4.2% |
| 30D | -14.4% | +4.9% | -19.3% | -18.6% |
| 3M | -42.8% | +24.2% | -67.1% | -55.0% |
| 6M | -1.4% | +23.8% | -25.2% | -22.5% |
| YTD | -5.4% | +23.0% | -28.4% | -24.7% |
| All | +16.6% | +45.7% | -29.1% | -29.4% |
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