+5.7%
IP vs HRB
+79.9%
-74.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +1.0% |
| 7D | -5.1% | +2.7% | -7.7% | -5.2% |
| 30D | +8.5% | +22.1% | -13.6% | +8.0% |
| 3M | -13.8% | +15.7% | -29.5% | -13.8% |
| 6M | +5.7% | +83.3% | -77.6% | +9.3% |
| All | +5.7% | +79.9% | -74.2% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling