+134.2%
RBRK vs IBN
+13.7%
+120.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | -7.5% | -3.0% | -4.5% | -7.0% |
| 30D | -10.4% | -1.5% | -8.9% | -10.3% |
| 3M | +21.3% | +7.9% | +13.3% | +19.0% |
| 6M | +50.6% | +8.6% | +42.0% | +47.4% |
| YTD | +13.3% | -0.6% | +13.8% | +12.9% |
| 1Y | +11.2% | -7.3% | +18.6% | +12.6% |
| All | +134.2% | +13.7% | +120.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling