+987.3%
RMBS vs IRM
+6,317.4%
-5,330.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +10.3% | +6.8% | +3.5% | +7.5% |
| 30D | -10.7% | +2.6% | -13.3% | -11.1% |
| 3M | -17.2% | -9.5% | -7.7% | -13.0% |
| 6M | -39.0% | -8.5% | -30.5% | -36.0% |
| YTD | -10.5% | +40.3% | -50.8% | -20.6% |
| 1Y | -11.0% | +28.7% | -39.7% | -18.2% |
| 3Y | +31.3% | +111.8% | -80.5% | -0.7% |
| 5Y | +242.8% | +189.1% | +53.7% | +127.8% |
| 10Y | +536.9% | +519.8% | +17.2% | +201.0% |
| All | +987.3% | +6,317.4% | -5,330.0% | +136.3% |
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