-42.8%
RMBS vs INIO
-38.1%
-4.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | -0.1% |
| 7D | +1.8% | -2.0% | +3.8% | +2.6% |
| 30D | -13.9% | -27.9% | +14.0% | +2.7% |
| 3M | -39.8% | -39.0% | -0.8% | -22.1% |
| All | -42.8% | -38.1% | -4.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling