+270.9%
RMBS vs IRM
+190.5%
+80.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +3.5% | +3.0% | +0.4% | +1.6% |
| 30D | -8.6% | -5.2% | -3.4% | -5.6% |
| 3M | -40.3% | -8.0% | -32.3% | -37.4% |
| 6M | -1.0% | +9.2% | -10.1% | -5.2% |
| YTD | -4.6% | +41.0% | -45.6% | -20.9% |
| 1Y | +17.6% | +23.3% | -5.7% | +5.3% |
| 3Y | +58.6% | +102.8% | -44.2% | +6.2% |
| 5Y | +270.9% | +192.8% | +78.1% | +102.2% |
| All | +270.9% | +190.5% | +80.5% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling