+133.1%
IBB vs HRB
+243.1%
-110.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.4% | -8.1% | +6.7% | -0.2% |
| 30D | +6.8% | +15.0% | -8.2% | +4.5% |
| 3M | +9.2% | +10.2% | -1.0% | +7.2% |
| 6M | +28.3% | +44.2% | -15.9% | +20.6% |
| YTD | +29.4% | +21.0% | +8.4% | +24.2% |
| 1Y | +33.2% | +12.0% | +21.2% | +29.5% |
| 3Y | +90.2% | +24.9% | +65.2% | +79.3% |
| 5Y | +44.0% | +144.6% | -100.6% | +19.6% |
| 10Y | +133.1% | +229.4% | -96.3% | +75.3% |
| All | +133.1% | +243.1% | -110.0% | +75.3% |
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