+12.5%
IP vs RBRK
+186.0%
-173.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -0.9% | +4.4% | -5.3% | -1.1% |
| 30D | +6.7% | -6.8% | +13.5% | +7.0% |
| 3M | -16.6% | +14.1% | -30.7% | -17.5% |
| 6M | +6.0% | +82.5% | -76.5% | +1.4% |
| YTD | -10.7% | +44.3% | -55.0% | -13.7% |
| 1Y | -6.7% | +49.3% | -55.9% | -10.3% |
| All | +12.5% | +186.0% | -173.5% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling