-14.6%
IP vs HRB
+143.9%
-158.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -0.9% | -7.8% | +6.9% | +0.1% |
| 30D | +6.7% | +15.7% | -9.0% | +4.7% |
| 3M | -16.6% | -5.5% | -11.0% | -16.2% |
| 6M | +6.0% | +41.1% | -35.1% | +0.9% |
| YTD | -10.7% | +20.4% | -31.0% | -12.2% |
| 1Y | -6.7% | +15.2% | -21.9% | -7.6% |
| 3Y | +17.1% | +24.3% | -7.2% | +11.4% |
| 5Y | -14.6% | +144.7% | -159.3% | -29.2% |
| All | -14.6% | +143.9% | -158.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling