+45.8%
IFF vs HRB
+16.9%
+28.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.3% | -4.6% |
| 7D | -3.3% | +16.0% | -19.3% | -2.2% |
| 30D | +5.3% | +32.1% | -26.8% | +7.7% |
| 3M | +8.9% | +21.5% | -12.6% | +11.1% |
| 6M | +26.3% | +82.1% | -55.7% | +39.6% |
| YTD | +32.2% | +31.6% | +0.6% | +46.2% |
| 1Y | +45.8% | +15.9% | +29.9% | +65.0% |
| All | +45.8% | +16.9% | +28.8% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling