+323.2%
IBN vs HRB
+209.1%
+114.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -3.0% | -8.0% | +5.0% | -1.3% |
| 30D | -1.5% | -16.0% | +14.5% | +2.1% |
| 3M | +7.9% | +26.9% | -18.9% | +1.7% |
| 6M | +8.6% | +51.1% | -42.5% | -2.7% |
| YTD | -0.6% | +7.1% | -7.6% | -3.7% |
| 1Y | -7.3% | -9.6% | +2.3% | -6.6% |
| 3Y | +26.2% | +25.4% | +0.8% | +14.2% |
| 5Y | +57.8% | +114.9% | -57.1% | +19.7% |
| All | +323.2% | +209.1% | +114.0% | +178.8% |
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