-12.4%
IP vs HRB
+145.8%
-158.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +1.4% |
| 7D | -5.1% | +2.7% | -7.7% | -5.4% |
| 30D | +8.5% | +22.1% | -13.6% | +5.8% |
| 3M | -13.8% | +15.7% | -29.5% | -15.6% |
| 6M | +5.7% | +83.3% | -77.6% | -3.0% |
| YTD | -9.1% | +25.0% | -34.1% | -11.1% |
| 1Y | -0.8% | +6.9% | -7.8% | -0.1% |
| 3Y | +14.8% | +39.0% | -24.2% | +6.6% |
| All | -12.4% | +145.8% | -158.2% | -27.4% |
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