+63.9%
RBRK vs IFF
+44.8%
+19.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +1.7% |
| 7D | -12.5% | -3.3% | -9.2% | -12.7% |
| 30D | -3.0% | +5.3% | -8.3% | -2.9% |
| 3M | +46.9% | +8.9% | +38.0% | +47.1% |
| 6M | +105.4% | +26.3% | +79.1% | +106.6% |
| YTD | +55.6% | +32.2% | +23.4% | +55.5% |
| 1Y | +63.9% | +45.8% | +18.1% | +68.5% |
| All | +63.9% | +44.8% | +19.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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