+31.7%
IFF vs HRB
+25.9%
+5.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.5% |
| 7D | -3.2% | -8.0% | +4.9% | -3.2% |
| 30D | -0.3% | -16.0% | +15.7% | -0.4% |
| 3M | +8.4% | +26.9% | -18.4% | +9.2% |
| 6M | +23.0% | +51.1% | -28.1% | +25.0% |
| YTD | +25.5% | +7.1% | +18.4% | +30.9% |
| 1Y | +29.1% | -9.6% | +38.7% | +37.0% |
| 3Y | +31.7% | +25.4% | +6.2% | +22.5% |
| All | +31.7% | +25.9% | +5.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling