+12.1%
IJH vs RBRK
+46.1%
-34.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.1% | +7.2% | -3.2% |
| 7D | -3.4% | -20.9% | +17.5% | -2.2% |
| 30D | -3.1% | -15.9% | +12.8% | -2.3% |
| 3M | -6.6% | +24.7% | -31.3% | -7.8% |
| 6M | -1.6% | +85.1% | -86.7% | -5.2% |
| YTD | +9.5% | +38.3% | -28.8% | +5.9% |
| 1Y | +12.1% | +46.2% | -34.1% | +8.5% |
| All | +12.1% | +46.1% | -34.0% | +8.5% |
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