+541.7%
IBB vs HRB
+946.0%
-404.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.1% |
| 7D | +1.4% | -5.7% | +7.1% | +2.8% |
| 30D | +10.5% | +7.9% | +2.6% | +7.9% |
| 3M | +23.6% | +32.1% | -8.5% | +14.4% |
| 6M | +22.6% | +62.2% | -39.6% | +6.3% |
| YTD | +25.7% | +16.4% | +9.3% | +17.9% |
| 1Y | +51.4% | -0.3% | +51.6% | +47.4% |
| 3Y | +64.4% | +36.0% | +28.3% | +44.7% |
| 5Y | +22.1% | +125.2% | -103.1% | -8.4% |
| 10Y | +132.5% | +237.7% | -105.2% | +40.1% |
| All | +541.7% | +946.0% | -404.4% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling