+546.6%
RMBS vs IBN
+316.4%
+230.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +1.2% | -5.5% | +6.7% | +3.0% |
| 30D | -11.5% | -3.4% | -8.1% | -10.5% |
| 3M | -38.2% | +8.7% | -46.9% | -40.0% |
| 6M | -4.8% | +3.7% | -8.5% | -6.0% |
| YTD | -7.1% | -2.4% | -4.7% | -6.8% |
| 1Y | +10.7% | -8.1% | +18.8% | +12.9% |
| 3Y | +54.5% | +26.3% | +28.2% | +41.4% |
| 5Y | +261.7% | +54.9% | +206.7% | +209.3% |
| All | +546.6% | +316.4% | +230.2% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling