-4.6%
IP vs HRB
+13.5%
-18.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.5% |
| 7D | -0.3% | -5.1% | +4.8% | -0.2% |
| 30D | +7.9% | +8.7% | -0.7% | +7.8% |
| 3M | -15.3% | -5.4% | -9.9% | -15.7% |
| 6M | +10.5% | +41.6% | -31.1% | +12.0% |
| YTD | -9.4% | +18.7% | -28.0% | +1.5% |
| 1Y | -4.6% | +16.4% | -21.1% | +7.5% |
| All | -4.6% | +13.5% | -18.2% | +7.5% |
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