+140.4%
HRB vs IAG
+421.7%
-281.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.4% |
| 7D | -5.1% | -7.7% | +2.6% | -5.1% |
| 30D | +8.7% | +1.6% | +7.1% | +8.6% |
| 3M | -5.4% | -2.4% | -3.0% | -5.4% |
| 6M | +41.6% | -7.8% | +49.4% | +41.8% |
| YTD | +18.7% | +5.0% | +13.6% | +18.0% |
| 1Y | +16.4% | +25.7% | -9.2% | +14.9% |
| 3Y | +22.0% | +694.5% | -672.5% | +8.1% |
| All | +140.4% | +421.7% | -281.2% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling