+212.3%
IEFA vs HRB
+322.0%
-109.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | -0.5% | -10.6% | +10.2% | +1.3% |
| 30D | -1.1% | -0.8% | -0.3% | -1.3% |
| 3M | +5.1% | +19.1% | -14.0% | +1.5% |
| 6M | +9.3% | +48.7% | -39.4% | +0.8% |
| YTD | +13.0% | +7.1% | +5.9% | +10.2% |
| 1Y | +19.2% | -8.3% | +27.5% | +19.4% |
| 3Y | +67.0% | +25.8% | +41.1% | +55.2% |
| 5Y | +51.1% | +111.1% | -60.0% | +24.9% |
| 10Y | +146.5% | +206.6% | -60.1% | +77.9% |
| All | +212.3% | +322.0% | -109.7% | +110.0% |
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