+835.8%
IFF vs HRB
+3,063.3%
-2,227.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.8% | -12.2% | +9.4% | -0.1% |
| 30D | -1.1% | -3.0% | +1.8% | -0.9% |
| 3M | +13.8% | +21.7% | -7.9% | +8.3% |
| 6M | +16.7% | +52.3% | -35.7% | +4.2% |
| YTD | +26.1% | +6.5% | +19.6% | +21.3% |
| 1Y | +33.5% | -6.7% | +40.2% | +32.1% |
| 3Y | +31.6% | +25.1% | +6.5% | +19.1% |
| 5Y | -34.9% | +113.8% | -148.6% | -49.0% |
| 10Y | -20.3% | +204.8% | -225.1% | -46.1% |
| All | +835.8% | +3,063.3% | -2,227.5% | +209.0% |
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