+271.4%
RMBS vs IBN
+53.6%
+217.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.7% |
| 7D | +3.5% | -5.1% | +8.6% | +5.9% |
| 30D | -8.6% | -3.5% | -5.1% | -7.2% |
| 3M | -40.3% | +11.3% | -51.6% | -43.5% |
| 6M | -1.0% | +4.4% | -5.4% | -3.4% |
| YTD | -4.6% | -1.8% | -2.8% | -4.7% |
| 1Y | +17.6% | -8.0% | +25.6% | +20.4% |
| 3Y | +58.6% | +27.1% | +31.6% | +35.9% |
| All | +271.4% | +53.6% | +217.8% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling