-11.0%
RMBS vs IRE
-97.6%
+86.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.2% | -0.7% |
| 7D | +10.3% | -31.8% | +42.2% | +17.3% |
| 30D | -10.7% | -71.8% | +61.0% | +6.4% |
| 3M | -17.2% | -88.9% | +71.7% | +12.3% |
| 6M | -39.0% | -95.4% | +56.3% | -12.0% |
| YTD | -10.5% | -94.2% | +83.7% | +14.6% |
| 1Y | -11.0% | -97.1% | +86.1% | +17.1% |
| All | -11.0% | -97.6% | +86.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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 · 6 months rolling