+54.9%
RMBS vs IVZ
+133.3%
-78.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.5% |
| 7D | +3.5% | +1.2% | +2.3% | +2.4% |
| 30D | -8.6% | +1.8% | -10.4% | -10.1% |
| 3M | -40.3% | +15.7% | -56.1% | -46.9% |
| 6M | -1.0% | +36.3% | -37.3% | -22.3% |
| YTD | -4.6% | +24.9% | -29.5% | -19.3% |
| 1Y | +17.6% | +48.9% | -31.4% | -11.7% |
| All | +54.9% | +133.3% | -78.5% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling