+7.9%
RMBS vs IBN
+1,491.4%
-1,483.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.4% |
| 7D | +3.0% | -2.2% | +5.1% | +3.6% |
| 30D | -14.4% | -2.3% | -12.1% | -13.8% |
| 3M | -42.8% | +15.9% | -58.7% | -45.5% |
| 6M | -1.4% | +5.6% | -7.0% | -3.1% |
| YTD | -5.4% | -0.1% | -5.4% | -5.7% |
| 1Y | +18.6% | -6.5% | +25.1% | +20.3% |
| 3Y | +57.3% | +29.3% | +28.0% | +43.9% |
| 5Y | +265.7% | +56.6% | +209.1% | +214.8% |
| 10Y | +546.0% | +314.4% | +231.7% | +288.7% |
| All | +7.9% | +1,491.4% | -1,483.6% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling