+266.8%
RMBS vs IFF
-35.8%
+302.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.8% | -3.2% | +4.9% | +2.9% |
| 30D | -13.9% | -0.3% | -13.6% | -13.9% |
| 3M | -39.8% | +8.4% | -48.2% | -42.2% |
| 6M | -6.0% | +23.0% | -29.0% | -14.2% |
| YTD | -5.4% | +25.5% | -30.8% | -14.8% |
| 1Y | -1.8% | +29.1% | -30.9% | -13.1% |
| 3Y | +53.7% | +31.7% | +22.0% | +30.8% |
| All | +266.8% | -35.8% | +302.6% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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