+32.9%
IJH vs RBRK
+124.5%
-91.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | -1.9% | -7.5% | +5.6% | -1.1% |
| 30D | -4.6% | -10.4% | +5.8% | -3.8% |
| 3M | -1.2% | +21.3% | -22.4% | -3.8% |
| 6M | +9.4% | +50.6% | -41.2% | +3.1% |
| YTD | +13.3% | +13.3% | 0.0% | +10.2% |
| 1Y | +13.4% | +11.2% | +2.1% | +9.9% |
| All | +32.9% | +124.5% | -91.6% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling