+43.0%
IBB vs HRB
+142.1%
-99.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.1% |
| 7D | +2.7% | -2.4% | +5.1% | +2.9% |
| 30D | +6.3% | +15.7% | -9.4% | +4.5% |
| 3M | +11.1% | +11.4% | -0.3% | +9.3% |
| 6M | +29.2% | +40.7% | -11.5% | +23.4% |
| YTD | +30.2% | +21.0% | +9.3% | +27.7% |
| 1Y | +39.5% | +7.2% | +32.2% | +39.8% |
| 3Y | +92.3% | +29.2% | +63.2% | +82.6% |
| 5Y | +43.0% | +142.3% | -99.4% | +22.7% |
| All | +43.0% | +142.1% | -99.2% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling