+14.8%
IP vs RBRK
+130.1%
-115.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.1% | -2.0% | -4.9% |
| 7D | -4.6% | +1.9% | -6.5% | -4.7% |
| 30D | -15.3% | -9.3% | -6.0% | -14.9% |
| 3M | +2.7% | +23.8% | -21.1% | +1.0% |
| 6M | -7.4% | +55.4% | -62.7% | -10.6% |
| YTD | -8.8% | +16.1% | -25.0% | -10.6% |
| 1Y | -22.4% | -9.8% | -12.6% | -23.0% |
| All | +14.8% | +130.1% | -115.3% | +12.0% |
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 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