-1.3%
IWF vs RBRK
+62.9%
-64.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -4.2% | -12.5% | +8.4% | -2.7% |
| 30D | -8.1% | -3.0% | -5.1% | -7.9% |
| 3M | -5.1% | +46.9% | -52.0% | -9.6% |
| 6M | -1.4% | +105.4% | -106.8% | -10.2% |
| YTD | -0.1% | +55.6% | -55.7% | -7.6% |
| 1Y | -1.3% | +63.9% | -65.2% | -8.4% |
| All | -1.3% | +62.9% | -64.2% | -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