+123.1%
IBB vs HRB
+221.6%
-98.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -0.5% | -5.1% | +4.6% | +0.2% |
| 30D | +4.6% | +8.7% | -4.1% | +3.2% |
| 3M | +6.8% | -5.4% | +12.2% | +7.4% |
| 6M | +23.1% | +41.6% | -18.5% | +16.0% |
| YTD | +26.0% | +18.7% | +7.4% | +21.4% |
| 1Y | +30.4% | +16.4% | +13.9% | +25.9% |
| 3Y | +85.4% | +22.0% | +63.5% | +75.5% |
| 5Y | +39.7% | +141.2% | -101.5% | +16.4% |
| All | +123.1% | +221.6% | -98.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling