+51.1%
IEFA vs RBRK
+124.5%
-73.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -1.6% | -7.5% | +5.9% | -1.0% |
| 30D | -1.5% | -10.4% | +8.9% | -0.9% |
| 3M | +3.4% | +21.3% | -17.9% | +1.4% |
| 6M | +9.5% | +50.6% | -41.2% | +5.1% |
| YTD | +13.0% | +13.3% | -0.3% | +10.8% |
| 1Y | +18.0% | +11.2% | +6.8% | +15.4% |
| All | +51.1% | +124.5% | -73.4% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling