+53.3%
IWF vs RBRK
+124.5%
-71.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | -0.9% | -7.5% | +6.6% | +0.3% |
| 30D | -1.7% | -10.4% | +8.7% | -0.4% |
| 3M | +0.7% | +21.3% | -20.6% | -3.3% |
| 6M | +8.6% | +50.6% | -42.1% | -0.2% |
| YTD | +3.5% | +13.3% | -9.8% | -0.7% |
| 1Y | +7.0% | +11.2% | -4.2% | +2.3% |
| All | +53.3% | +124.5% | -71.2% | +26.2% |
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