-58.4%
IONS vs HRB
+13.5%
-71.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.4% |
| 7D | -26.3% | -5.1% | -21.2% | -26.4% |
| 30D | -31.9% | +8.7% | -40.6% | -31.6% |
| 3M | -48.0% | -5.4% | -42.6% | -48.0% |
| 6M | -62.6% | +41.6% | -104.1% | -61.2% |
| YTD | -63.3% | +18.7% | -81.9% | -63.4% |
| 1Y | -58.4% | +16.4% | -74.8% | -58.5% |
| All | -58.4% | +13.5% | -71.9% | -58.5% |
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