-10.1%
RMBS vs IRE
-84.0%
+73.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +2.0% |
| 7D | +3.5% | +29.0% | -25.6% | -1.3% |
| 30D | -8.6% | +24.2% | -32.8% | -13.4% |
| 3M | -40.3% | -53.2% | +12.8% | -37.0% |
| 6M | -1.0% | -36.0% | +35.1% | -5.5% |
| YTD | -4.6% | -51.0% | +46.4% | -13.1% |
| All | -10.1% | -84.0% | +73.9% | -8.7% |
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