-1.0%
RMBS vs ITOT
+15.2%
-16.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +2.7% |
| 7D | +3.5% | -0.4% | +3.8% | +4.5% |
| 30D | -8.6% | -1.6% | -7.0% | -3.5% |
| 3M | -40.3% | +3.5% | -43.9% | -46.4% |
| 6M | -1.0% | +13.1% | -14.1% | -27.8% |
| All | -1.0% | +15.2% | -16.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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