-7.1%
RMBS vs IRE
-45.0%
+37.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | -1.5% |
| 7D | -0.3% | +54.8% | -55.1% | -9.5% |
| 30D | -12.2% | +18.4% | -30.6% | -17.1% |
| 3M | -49.5% | -66.7% | +17.2% | -40.6% |
| 6M | -7.1% | -52.3% | +45.2% | -9.7% |
| All | -7.1% | -45.0% | +37.9% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling