+266.8%
RMBS vs IVZ
+61.1%
+205.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +1.8% | -2.4% | +4.2% | +3.3% |
| 30D | -13.9% | +3.0% | -16.9% | -15.6% |
| 3M | -39.8% | +14.9% | -54.7% | -44.9% |
| 6M | -6.0% | +36.7% | -42.8% | -22.6% |
| YTD | -5.4% | +25.7% | -31.0% | -17.3% |
| 1Y | -1.8% | +47.7% | -49.5% | -21.5% |
| 3Y | +53.7% | +138.8% | -85.2% | -6.7% |
| All | +266.8% | +61.1% | +205.7% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling