+44.7%
IBKR vs RBRK
+6.4%
+38.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | -3.3% | +0.7% | -3.9% | -3.4% |
| 30D | +4.5% | +10.4% | -6.0% | +2.0% |
| 3M | +6.5% | +21.6% | -15.2% | +1.8% |
| 6M | +34.2% | +70.7% | -36.5% | +19.0% |
| YTD | +44.5% | +22.5% | +22.0% | +32.0% |
| 1Y | +44.7% | +8.2% | +36.5% | +34.0% |
| All | +44.7% | +6.4% | +38.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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