+24.2%
IJR vs HRB
+16.9%
+7.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +1.3% |
| 7D | +2.3% | +16.0% | -13.8% | +2.2% |
| 30D | +2.8% | +32.1% | -29.3% | +2.7% |
| 3M | -4.6% | +21.5% | -26.1% | -4.7% |
| 6M | +5.7% | +82.1% | -76.4% | +5.7% |
| YTD | +19.9% | +31.6% | -11.7% | +23.5% |
| 1Y | +24.2% | +15.9% | +8.3% | +29.7% |
| All | +24.2% | +16.9% | +7.3% | +29.7% |
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