+2.3%
IP vs HRB
+16.9%
-14.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +1.5% |
| 7D | +3.4% | +16.0% | -12.7% | +3.2% |
| 30D | +11.2% | +32.1% | -20.8% | +11.2% |
| 3M | -14.8% | +21.5% | -36.3% | -14.7% |
| 6M | +17.3% | +82.1% | -64.8% | +20.2% |
| YTD | -6.2% | +31.6% | -37.8% | +2.5% |
| 1Y | +2.3% | +15.9% | -13.6% | +17.0% |
| All | +2.3% | +16.9% | -14.6% | +17.0% |
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