-1.7%
IP vs HRB
+8.1%
-9.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +2.9% |
| 7D | -3.0% | -2.4% | -0.6% | -3.0% |
| 30D | +10.6% | +15.7% | -5.1% | +10.5% |
| 3M | -13.6% | +11.4% | -25.0% | -13.5% |
| 6M | +10.4% | +40.7% | -30.3% | +11.6% |
| YTD | -6.5% | +21.0% | -27.4% | +4.8% |
| All | -1.7% | +8.1% | -9.8% | +15.0% |
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