+134.2%
RBRK vs IAG
+462.8%
-328.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | -7.5% | -1.1% | -6.4% | -7.3% |
| 30D | -10.4% | +12.1% | -22.5% | -12.5% |
| 3M | +21.3% | +25.5% | -4.3% | +15.4% |
| 6M | +50.6% | -7.1% | +57.8% | +50.4% |
| YTD | +13.3% | +22.9% | -9.6% | +5.9% |
| 1Y | +11.2% | +83.3% | -72.1% | -5.3% |
| All | +134.2% | +462.8% | -328.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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