+1,504.3%
IBN vs HRB
+934.4%
+569.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | +1.4% | -5.7% | +7.1% | +3.3% |
| 30D | -0.3% | +7.9% | -8.2% | -3.5% |
| 3M | +17.1% | +32.1% | -15.0% | +5.2% |
| 6M | +3.4% | +62.2% | -58.8% | -15.0% |
| YTD | +2.5% | +16.4% | -13.9% | -6.3% |
| 1Y | -4.2% | -0.3% | -3.9% | -7.8% |
| 3Y | +32.4% | +36.0% | -3.6% | +10.2% |
| 5Y | +59.2% | +125.2% | -66.0% | +5.3% |
| 10Y | +345.7% | +237.7% | +108.0% | +121.8% |
| All | +1,504.3% | +934.4% | +569.9% | +449.6% |
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