-4.6%
IP vs RBRK
+49.7%
-54.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -0.3% | +3.9% | -4.2% | -0.5% |
| 30D | +7.9% | -3.5% | +11.5% | +8.0% |
| 3M | -15.3% | +4.6% | -19.9% | -15.6% |
| 6M | +10.5% | +84.7% | -74.2% | +7.8% |
| YTD | -9.4% | +43.7% | -53.1% | -13.0% |
| 1Y | -4.6% | +55.8% | -60.5% | -8.4% |
| All | -4.6% | +49.7% | -54.3% | -8.4% |
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