-3.6%
RMBS vs IBN
-7.6%
+4.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +1.2% | -5.5% | +6.7% | +2.4% |
| 30D | -11.5% | -3.4% | -8.1% | -10.8% |
| 3M | -38.2% | +8.7% | -46.9% | -40.0% |
| 6M | -4.8% | +3.7% | -8.5% | -9.0% |
| YTD | -7.1% | -2.4% | -4.7% | -12.1% |
| All | -3.6% | -7.6% | +4.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling