+63.9%
RBRK vs IWD
+33.0%
+30.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.6% |
| 7D | -12.5% | +2.5% | -15.1% | -13.8% |
| 30D | -3.0% | +6.0% | -9.0% | -6.2% |
| 3M | +46.9% | +3.8% | +43.2% | +43.8% |
| 6M | +105.4% | +16.3% | +89.1% | +86.6% |
| YTD | +55.6% | +27.5% | +28.1% | +27.7% |
| 1Y | +63.9% | +32.8% | +31.1% | +26.8% |
| All | +63.9% | +33.0% | +30.9% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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