+1,049.0%
RMBS vs IVZ
+582.6%
+466.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.4% |
| 30D | -14.4% | +3.1% | -17.5% | -15.7% |
| 3M | -42.8% | +18.2% | -61.0% | -46.9% |
| 6M | -1.4% | +38.6% | -40.0% | -14.4% |
| YTD | -5.4% | +25.9% | -31.3% | -13.8% |
| 1Y | +18.6% | +51.7% | -33.1% | +0.1% |
| 3Y | +57.3% | +138.7% | -81.4% | +8.8% |
| 5Y | +265.7% | +62.8% | +202.9% | +186.8% |
| 10Y | +546.0% | +60.9% | +485.1% | +353.6% |
| All | +1,049.0% | +582.6% | +466.3% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling