+1,049.0%
RMBS vs IRM
+6,398.3%
-5,349.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.9% |
| 7D | +3.0% | +1.6% | +1.3% | +2.2% |
| 30D | -14.4% | -4.2% | -10.2% | -12.9% |
| 3M | -42.8% | -5.4% | -37.5% | -41.6% |
| 6M | -1.4% | +12.0% | -13.4% | -5.3% |
| YTD | -5.4% | +42.0% | -47.5% | -17.3% |
| 1Y | +18.6% | +29.9% | -11.3% | +7.8% |
| 3Y | +57.3% | +104.4% | -47.1% | +19.4% |
| 5Y | +265.7% | +191.0% | +74.7% | +139.7% |
| 10Y | +546.0% | +417.1% | +128.9% | +222.8% |
| All | +1,049.0% | +6,398.3% | -5,349.4% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling