-42.5%
IONS vs HRB
+226.2%
-268.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -29.6% | -7.8% | -21.8% | -28.5% |
| 30D | -35.6% | +15.7% | -51.3% | -37.3% |
| 3M | -51.7% | -5.5% | -46.2% | -51.3% |
| 6M | -64.0% | +41.1% | -105.1% | -66.6% |
| YTD | -65.5% | +20.4% | -85.8% | -67.2% |
| 1Y | -62.4% | +15.2% | -77.7% | -64.0% |
| 3Y | -41.1% | +24.3% | -65.4% | -45.7% |
| 5Y | -16.5% | +144.7% | -161.2% | -35.8% |
| All | -42.5% | +226.2% | -268.7% | -62.2% |
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 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