+21.0%
IP vs RBRK
+137.4%
-116.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | +0.1% | +3.7% | -3.6% | -0.1% |
| 30D | -11.2% | +1.7% | -13.0% | -11.5% |
| 3M | +12.3% | +27.7% | -15.4% | +10.2% |
| 6M | -5.2% | +60.3% | -65.5% | -8.7% |
| YTD | -4.0% | +19.8% | -23.8% | -6.0% |
| 1Y | -19.2% | -4.2% | -15.1% | -20.1% |
| All | +21.0% | +137.4% | -116.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling