+140.1%
RBRK vs IWD
+52.9%
+87.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | +1.9% | -1.2% | +3.1% | +3.7% |
| 30D | -9.3% | -1.6% | -7.6% | -7.1% |
| 3M | +23.8% | +7.0% | +16.8% | +11.7% |
| 6M | +55.4% | +17.0% | +38.4% | +21.1% |
| YTD | +16.1% | +21.6% | -5.5% | -15.6% |
| 1Y | -9.8% | +28.0% | -37.8% | -39.8% |
| All | +140.1% | +52.9% | +87.1% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling