-11.5%
IP vs HRB
+144.6%
-156.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | -4.0% | +4.1% | +0.5% |
| 30D | +9.4% | +15.8% | -6.4% | +7.3% |
| 3M | -14.1% | +12.0% | -26.1% | -15.5% |
| 6M | +9.2% | +40.7% | -31.6% | +4.0% |
| YTD | -7.5% | +21.0% | -28.5% | -9.2% |
| 1Y | -2.8% | +11.7% | -14.4% | -3.1% |
| 3Y | +21.2% | +25.0% | -3.7% | +15.2% |
| 5Y | -11.5% | +141.0% | -152.5% | -26.1% |
| All | -11.5% | +144.6% | -156.0% | -26.1% |
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