-98.0%
IRE vs HRB
+2.2%
-100.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.4% | -13.0% | -15.7% |
| 7D | -31.8% | -5.1% | -26.8% | -35.3% |
| 30D | -71.8% | +8.7% | -80.4% | -68.6% |
| 3M | -88.9% | -5.4% | -83.5% | -88.4% |
| 6M | -95.4% | +41.6% | -136.9% | -93.3% |
| YTD | -94.2% | +18.7% | -112.9% | -92.3% |
| 1Y | -97.1% | +16.4% | -113.5% | -95.9% |
| All | -98.0% | +2.2% | -100.3% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling