-97.1%
IRE vs HRB
+7.7%
-104.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -4.2% | +43.8% | +35.6% |
| 7D | -27.2% | +2.7% | -29.9% | -24.2% |
| 30D | -75.1% | +22.1% | -97.2% | -68.9% |
| 3M | -77.9% | +15.7% | -93.6% | -73.4% |
| 6M | -94.6% | +83.3% | -177.9% | -91.0% |
| YTD | -91.5% | +25.0% | -116.6% | -88.0% |
| 1Y | -97.8% | +6.9% | -104.8% | -95.4% |
| All | -97.1% | +7.7% | -104.8% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling