+13.3%
RMBS vs IVZ
+56.4%
-43.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.3% |
| 7D | -0.3% | +0.6% | -1.0% | -1.0% |
| 30D | -12.2% | +4.0% | -16.2% | -15.7% |
| 3M | -49.5% | +18.2% | -67.7% | -57.3% |
| 6M | -7.1% | +32.8% | -40.0% | -31.2% |
| YTD | -7.0% | +28.7% | -35.7% | -28.5% |
| 1Y | +13.3% | +55.4% | -42.0% | -34.4% |
| All | +13.3% | +56.4% | -43.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling