+534.0%
RMBS vs IRM
+520.0%
+14.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +10.3% | +6.8% | +3.5% | +6.9% |
| 30D | -10.7% | +2.6% | -13.3% | -11.2% |
| 3M | -17.2% | -9.5% | -7.7% | -12.3% |
| 6M | -39.0% | -8.5% | -30.5% | -35.6% |
| YTD | -10.5% | +40.3% | -50.8% | -21.8% |
| 1Y | -11.0% | +28.7% | -39.7% | -19.1% |
| 3Y | +31.3% | +111.8% | -80.5% | -3.3% |
| 5Y | +242.8% | +189.1% | +53.7% | +122.5% |
| All | +534.0% | +520.0% | +14.0% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling