-2.1%
IONS vs HRB
+1.1%
-3.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.2% |
| 7D | -4.8% | -5.7% | +0.8% | -5.1% |
| 30D | +7.2% | +7.9% | -0.7% | +7.6% |
| 3M | -22.7% | +32.1% | -54.8% | -21.3% |
| 6M | -26.9% | +62.2% | -89.1% | -24.1% |
| YTD | -26.6% | +16.4% | -43.0% | -23.5% |
| 1Y | -2.1% | -0.3% | -1.9% | +5.0% |
| All | -2.1% | +1.1% | -3.2% | +5.0% |
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