+1,727.7%
IBN vs HRB
+954.4%
+773.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +1.9% | -5.1% | +6.9% | +3.6% |
| 30D | +22.1% | +8.7% | +13.4% | +18.5% |
| 3M | +17.1% | -5.4% | +22.5% | +18.6% |
| 6M | +35.5% | +41.6% | -6.0% | +18.2% |
| YTD | +16.8% | +18.7% | -1.8% | +5.6% |
| 1Y | +12.4% | +16.4% | -4.0% | +2.1% |
| 3Y | +58.0% | +22.0% | +36.1% | +36.8% |
| 5Y | +73.7% | +141.2% | -67.5% | +12.0% |
| 10Y | +385.6% | +223.1% | +162.4% | +146.3% |
| All | +1,727.7% | +954.4% | +773.3% | +519.6% |
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