+22.9%
IP vs HRB
+236.9%
-213.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +3.3% |
| 7D | -5.3% | -5.7% | +0.4% | -3.8% |
| 30D | -10.9% | +7.9% | -18.8% | -13.2% |
| 3M | +11.2% | +32.1% | -21.0% | +2.0% |
| 6M | -10.2% | +62.2% | -72.5% | -23.4% |
| YTD | -2.0% | +16.4% | -18.4% | -8.1% |
| 1Y | -19.1% | -0.3% | -18.8% | -20.6% |
| 3Y | +20.9% | +36.0% | -15.2% | +3.6% |
| 5Y | -17.8% | +125.2% | -143.0% | -43.0% |
| All | +22.9% | +236.9% | -213.9% | -33.3% |
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 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