+1,428.5%
IBKR vs HRB
+305.6%
+1,122.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -1.3% | -8.0% | +6.7% | +0.9% |
| 30D | -0.2% | -16.0% | +15.7% | +4.4% |
| 3M | +3.0% | +26.9% | -23.9% | -5.0% |
| 6M | +33.9% | +51.1% | -17.3% | +15.2% |
| YTD | +42.5% | +7.1% | +35.4% | +35.3% |
| 1Y | +44.9% | -9.6% | +54.5% | +44.0% |
| 3Y | +293.0% | +25.4% | +267.6% | +243.0% |
| 5Y | +497.7% | +114.9% | +382.7% | +326.4% |
| 10Y | +1,004.4% | +206.4% | +798.0% | +528.6% |
| All | +1,428.5% | +305.6% | +1,122.9% | +541.6% |
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