+1,124.6%
IJR vs HRB
+1,364.4%
-239.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.3% | -12.2% | +9.9% | +1.5% |
| 30D | -4.7% | -3.0% | -1.7% | -4.5% |
| 3M | +2.1% | +21.7% | -19.6% | -5.2% |
| 6M | +13.9% | +52.3% | -38.5% | -3.2% |
| YTD | +18.2% | +6.5% | +11.7% | +11.9% |
| 1Y | +21.8% | -6.7% | +28.5% | +19.9% |
| 3Y | +52.2% | +25.1% | +27.1% | +32.8% |
| 5Y | +40.1% | +113.8% | -73.7% | -0.7% |
| 10Y | +169.7% | +204.8% | -35.2% | +55.8% |
| All | +1,124.6% | +1,364.4% | -239.9% | +315.3% |
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 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