+391.1%
HRB vs IAG
+377.5%
+13.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.9% |
| 7D | -5.7% | -0.5% | -5.1% | -5.6% |
| 30D | +7.9% | +28.9% | -21.0% | +6.7% |
| 3M | +32.1% | +19.1% | +13.0% | +30.8% |
| 6M | +62.2% | -10.3% | +72.5% | +62.2% |
| YTD | +16.4% | +24.2% | -7.8% | +14.3% |
| 1Y | -0.3% | +116.5% | -116.8% | -5.1% |
| 3Y | +36.0% | +742.8% | -706.8% | +18.8% |
| 5Y | +125.2% | +753.3% | -628.1% | +92.5% |
| 10Y | +237.7% | +403.2% | -165.5% | +184.4% |
| All | +391.1% | +377.5% | +13.6% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling