+134.2%
RBRK vs IRM
+59.4%
+74.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.6% | -3.5% |
| 7D | -7.5% | -1.4% | -6.1% | -6.9% |
| 30D | -10.4% | -7.4% | -3.0% | -6.9% |
| 3M | +21.3% | -7.4% | +28.6% | +25.1% |
| 6M | +50.6% | +8.7% | +42.0% | +41.4% |
| YTD | +13.3% | +40.9% | -27.6% | -8.5% |
| 1Y | +11.2% | +20.5% | -9.3% | -2.2% |
| All | +134.2% | +59.4% | +74.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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