-44.9%
IONS vs HRB
+16.9%
-61.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.5% |
| 7D | -10.6% | +16.0% | -26.6% | -10.0% |
| 30D | -7.7% | +32.1% | -39.8% | -6.6% |
| 3M | -27.1% | +21.5% | -48.6% | -26.4% |
| 6M | -46.8% | +82.1% | -128.9% | -44.4% |
| YTD | -49.2% | +31.6% | -80.9% | -46.8% |
| 1Y | -44.9% | +15.9% | -60.8% | -39.2% |
| All | -44.9% | +16.9% | -61.8% | -39.2% |
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