+179.3%
IJH vs HRB
+209.1%
-29.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.9% | -8.0% | +6.2% | +0.1% |
| 30D | -4.6% | -16.0% | +11.3% | -0.6% |
| 3M | -1.2% | +26.9% | -28.0% | -8.0% |
| 6M | +9.4% | +51.1% | -41.7% | -4.2% |
| YTD | +13.3% | +7.1% | +6.3% | +8.8% |
| 1Y | +13.4% | -9.6% | +23.0% | +14.1% |
| 3Y | +50.4% | +25.4% | +25.0% | +33.7% |
| 5Y | +49.0% | +114.9% | -66.0% | +9.1% |
| All | +179.3% | +209.1% | -29.9% | +72.8% |
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