-83.7%
IRE vs HRB
+0.3%
-84.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.0% | +18.0% | +11.2% |
| 7D | +54.8% | -5.7% | +60.4% | +49.3% |
| 30D | +18.4% | +7.9% | +10.5% | +24.1% |
| 3M | -66.7% | +32.1% | -98.9% | -57.3% |
| 6M | -52.3% | +62.2% | -114.6% | -33.0% |
| YTD | -52.3% | +16.4% | -68.7% | -41.2% |
| All | -83.7% | +0.3% | -84.0% | -69.5% |
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