-20.9%
IFF vs HRB
+209.1%
-230.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -3.2% | -8.0% | +4.9% | -1.6% |
| 30D | -0.3% | -16.0% | +15.7% | +3.0% |
| 3M | +8.4% | +26.9% | -18.4% | +2.8% |
| 6M | +23.0% | +51.1% | -28.1% | +11.3% |
| YTD | +25.5% | +7.1% | +18.4% | +22.2% |
| 1Y | +29.1% | -9.6% | +38.7% | +30.7% |
| 3Y | +31.7% | +25.4% | +6.2% | +19.3% |
| 5Y | -35.2% | +114.9% | -150.1% | -50.1% |
| All | -20.9% | +209.1% | -230.0% | -46.4% |
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