+21.2%
IWM vs RBRK
+5.6%
+15.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.6% |
| 7D | -2.4% | -7.5% | +5.1% | -1.8% |
| 30D | -4.6% | -10.4% | +5.9% | -3.9% |
| 3M | -0.3% | +21.3% | -21.6% | -2.3% |
| 6M | +14.7% | +50.6% | -35.9% | +9.5% |
| YTD | +17.8% | +13.3% | +4.5% | +14.5% |
| 1Y | +21.2% | +11.2% | +10.0% | +18.8% |
| All | +21.2% | +5.6% | +15.6% | +18.8% |
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 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