+24.0%
IJR vs HRB
+1.1%
+22.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.4% |
| 7D | -0.2% | -5.7% | +5.5% | -0.2% |
| 30D | -2.4% | +7.9% | -10.3% | -2.4% |
| 3M | +3.9% | +32.1% | -28.2% | +4.0% |
| 6M | +12.4% | +62.2% | -49.8% | +12.2% |
| YTD | +21.5% | +16.4% | +5.1% | +24.0% |
| 1Y | +24.0% | -0.3% | +24.2% | +26.3% |
| All | +24.0% | +1.1% | +22.9% | +26.3% |
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