+558.9%
RMBS vs IDXX
+360.5%
+198.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +1.8% | -5.7% | +7.5% | +4.5% |
| 30D | -13.9% | -11.5% | -2.4% | -9.3% |
| 3M | -39.8% | -9.5% | -30.3% | -38.0% |
| 6M | -6.0% | -16.0% | +9.9% | -0.1% |
| YTD | -5.4% | -25.4% | +20.0% | +6.3% |
| 1Y | -1.8% | -21.8% | +20.0% | +7.4% |
| 3Y | +53.7% | +7.0% | +46.6% | +39.5% |
| 5Y | +268.5% | -26.0% | +294.5% | +281.1% |
| All | +558.9% | +360.5% | +198.4% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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