-97.1%
IRE vs HRB
+12.2%
-109.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.1% | +12.1% |
| 7D | -15.1% | -8.1% | -7.0% | -21.3% |
| 30D | -71.4% | +15.0% | -86.4% | -65.8% |
| 3M | -81.2% | +10.2% | -91.4% | -78.2% |
| 6M | -93.7% | +44.2% | -138.0% | -90.6% |
| YTD | -92.2% | +21.0% | -113.2% | -90.7% |
| All | -97.1% | +12.2% | -109.3% | -96.6% |
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