+168.1%
IJR vs HRB
+209.1%
-41.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | -8.0% | +5.9% | 0.0% |
| 30D | -4.6% | -16.0% | +11.4% | -0.3% |
| 3M | +0.2% | +26.9% | -26.6% | -7.2% |
| 6M | +14.7% | +51.1% | -36.4% | -0.6% |
| YTD | +18.9% | +7.1% | +11.8% | +13.8% |
| 1Y | +19.9% | -9.6% | +29.6% | +20.6% |
| 3Y | +53.0% | +25.4% | +27.6% | +34.9% |
| 5Y | +40.9% | +114.9% | -74.1% | +0.9% |
| All | +168.1% | +209.1% | -41.1% | +59.7% |
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 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