+319.9%
IP vs HRB
+3,777.3%
-3,457.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.7% |
| 7D | -5.0% | +10.7% | -15.7% | -7.7% |
| 30D | +6.5% | +29.0% | -22.5% | -1.1% |
| 3M | -18.0% | +21.0% | -39.0% | -23.1% |
| 6M | +10.3% | +86.9% | -76.6% | -10.2% |
| YTD | -9.9% | +30.5% | -40.4% | -19.4% |
| 1Y | -1.1% | +13.6% | -14.6% | -7.9% |
| 3Y | +13.0% | +42.0% | -29.0% | -4.2% |
| 5Y | -12.3% | +157.2% | -169.5% | -39.7% |
| 10Y | +26.8% | +270.0% | -243.2% | -27.1% |
| All | +319.9% | +3,777.3% | -3,457.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling