-97.7%
IRE vs HRB
+16.9%
-114.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.4% | -27.6% | -19.4% |
| 7D | -46.8% | +16.0% | -62.9% | -38.1% |
| 30D | -75.5% | +32.1% | -107.6% | -67.6% |
| 3M | -79.4% | +21.5% | -100.9% | -74.4% |
| 6M | -91.3% | +82.1% | -173.4% | -85.2% |
| YTD | -90.8% | +31.6% | -122.4% | -86.7% |
| 1Y | -97.7% | +15.9% | -113.6% | -96.7% |
| All | -97.7% | +16.9% | -114.6% | -96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling