-34.5%
IONS vs HRB
+33.7%
-68.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.2% | -18.1% | -21.2% |
| 7D | -24.8% | -2.4% | -22.4% | -24.7% |
| 30D | -31.5% | +15.7% | -47.3% | -31.9% |
| 3M | -45.2% | +11.4% | -56.6% | -45.4% |
| 6M | -59.1% | +40.7% | -99.8% | -59.6% |
| YTD | -60.8% | +21.0% | -81.8% | -60.1% |
| 1Y | -57.9% | +7.2% | -65.1% | -56.3% |
| 3Y | -34.5% | +29.2% | -63.6% | -40.3% |
| All | -34.5% | +33.7% | -68.2% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling