+55.8%
IVV vs RBRK
+130.1%
-74.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -0.4% | +1.9% | -2.2% | -0.6% |
| 30D | -1.4% | -9.3% | +7.9% | -0.6% |
| 3M | +3.7% | +23.8% | -20.1% | +0.5% |
| 6M | +13.0% | +55.4% | -42.3% | +6.1% |
| YTD | +12.4% | +16.1% | -3.7% | +8.9% |
| 1Y | +18.6% | -9.8% | +28.4% | +17.9% |
| All | +55.8% | +130.1% | -74.3% | +34.1% |
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