+114.6%
HRB vs IAG
+820.9%
-706.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -8.0% | -1.1% | -7.0% | -8.0% |
| 30D | -16.0% | +12.1% | -28.1% | -16.0% |
| 3M | +26.9% | +25.5% | +1.3% | +26.6% |
| 6M | +51.1% | -7.1% | +58.2% | +51.8% |
| YTD | +7.1% | +22.9% | -15.8% | +6.3% |
| 1Y | -9.6% | +83.3% | -93.0% | -11.9% |
| 3Y | +25.4% | +808.5% | -783.1% | +11.3% |
| All | +114.6% | +820.9% | -706.3% | +88.7% |
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